Description Usage Arguments Examples
Compute variable importance for different groups of variables by comparing the Rsquared for the optimally combined outcome.
1 2 3 4 
optWeightObject 
An 
r2_optWeightObject 
An 
Y 
The 
X 
The 
verbose 
A 
grpX 
A 
comparison 
What type of comparison should be made. Possible choices include

parallel 
A 
n.cores 
A 
seed 
The seed to set before each internal call to 
alpha 
The function returns a 
... 
Other arguments (not currently used) 
1 2 3 4 5 6 7 8  X < data.frame(x1=runif(n=100,0,5), x2=runif(n=100,0,5))
Y1 < rnorm(100, X$x1 + X$x2, 1)
Y2 < rnorm(100, X$x1 + X$x2, 3)
Y < data.frame(Y1 = Y1, Y2 = Y2)
fit < optWeight(Y = Y, X = X, SL.library = c("SL.glm","SL.mean"),
family = "gaussian",outerV = 10, return.CV.SuperLearner = FALSE)
perf.fit < r2_optWeight(object = fit, Y = Y, X = X, evalV = 5)
varImp < r2_varImp(fit, perf.fit, Y = Y, X = X)

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