rf_filter function

Random forest filter

Fits a random forest model and ranks variables by variable importance.

rf_filter(
  y,
  x,
  nfilter = NULL,
  type = c("index", "names", "full"),
  ntree = 1000,
  mtry = ncol(x) * 0.2,
  ...
)

Arguments

• y: Response vector
• x: Matrix or dataframe of predictors
• nfilter: Number of predictors to return. If NULL all predictors are returned.
• type: Type of vector returned. Default "index" returns indices, "names" returns predictor names, "full" returns a named vector of variable importance.
• ntree: Number of trees to grow. See randomForest::randomForest .
• mtry: Number of predictors randomly sampled as candidates at each split. See randomForest::randomForest .
• ...: Optional arguments passed to randomForest::randomForest .

Returns

Integer vector of indices of filtered parameters (type = "index") or character vector of names (type = "names") of filtered parameters. If type is "full" a named vector of variable importance is returned.

Details

This filter uses the randomForest() function from the randomForest

package. Variable importance is calculated using the randomForest::importance function, specifying type 1 = mean decrease in accuracy. See randomForest::importance .