cv_varImp function

Extract variable importance from outer CV caret models

Extracts variable importance or coefficients from outer CV glmnet models from a nestcv.train fitted object.

cv_varImp(x)

Arguments

• x: a nestcv.train fitted object

Returns

matrix of variable importance from outer CV fold caret models as well as the final model. Variable importance for variables which are not present in a particular outer CV fold model is set to 0.

Details

Note that caret::varImp() may require the model package to be fully loaded in order to function. During the fitting process caret often only loads the package by namespace.

See Also

cv_coef()