varimp.pmforest function

Variable Importance for pmforest

See varimp.cforest.

## S3 method for class 'pmforest'
varimp(
  object,
  nperm = 1L,
  OOB = TRUE,
  risk = function(x, ...) -objfun(x, sum = TRUE, ...),
  conditional = FALSE,
  threshold = 0.2,
  ...
)

Arguments

• object: DESCRIPTION.
• nperm: the number of permutations performed.
• OOB: a logical determining whether the importance is computed from the out-of-bag sample or the learning sample (not suggested).
• risk: the risk to be evaluated. By default the objective function (e.g. log-Likelihood) is used.
• conditional: a logical determining whether unconditional or conditional computation of the importance is performed.
• threshold: the value of the test statistic or 1 - p-value of the association between the variable of interest and a covariate that must be exceeded inorder to include the covariate in the conditioning scheme for the variable of interest (only relevant if conditional = TRUE).
• ...: passed on to objfun.

Returns

A vector of 'mean decrease in accuracy' importance scores.