Variable Selection using Random Forests
Plot a varSelRF object
plot a varSelRFBoot object
Variable importances from random forest on permuted class labels
Plot random random variable importances
Selection probability plot for variable importance from random forests
Summary of a varSelRFBoot object
Variable selection using the "importance spectrum"
Variable selection from random forests using OOB error
Bootstrap the variable selection procedure in varSelRF
Variable selection from random forests using both backwards variable elimination (for the selection of small sets of non-redundant variables) and selection based on the importance spectrum (somewhat similar to scree plots; for the selection of large, potentially highly-correlated variables). Main applications in high-dimensional data (e.g., microarray data, and other genomics and proteomics applications).
Useful links