vimp2.3.3 package

Average multiple independent importance estimates

Compute bootstrap-based standard error estimates for variable importan...

Check pre-computed fitted values for call to vim, cv_vim, or sp_vim

Check inputs to a call to vim, cv_vim, or sp_vim

Create complete-case outcome, weights, and Z

Nonparametric Intrinsic Variable Importance Estimates and Inference us...

Estimate a nonparametric predictiveness functional

Estimate a nonparametric predictiveness functional using cross-fitting

Obtain a Point Estimate and Efficient Influence Function Estimate for ...

Estimate a Predictiveness Measure

Estimate projection of EIF on fully-observed variables

Estimate nuisance functions for average value-based VIMs

Estimate Predictiveness Given a Type

Extract sampled-split predictions from a CV.SuperLearner object

Format a predictiveness_measure object

Format a vim object

Get a numeric vector with cross-validation fold IDs from CV.SuperLearn...

Obtain the type of VIM to estimate using partial matching

Return test-set only data

Create Folds for Cross-Fitting

Turn folds from 2K-fold cross-fitting into individual K-fold folds

Estimate the classification accuracy

Estimate ANOVA decomposition-based variable importance.

Estimate area under the receiver operating characteristic curve (AUC)

Estimate the average value under the optimal treatment rule

Estimate the cross-entropy

Estimate the deviance

Estimate mean squared error

Estimate R-squared

Merge multiple vim objects into one

Construct a Predictiveness Measure

Print predictiveness_measure objects

Print vim objects

Process argument list for Super Learner estimation of the EIF

Run a Super Learner for the provided subset of features

Create necessary objects for SPVIMs

Return an estimator on a different scale

Shapley Population Variable Importance Measure (SPVIM) Estimates and I...

Influence function estimates for SPVIMs

Standard error estimate for SPVIM values

Nonparametric Intrinsic Variable Importance Estimates and Inference

vimp: Perform Inference on Algorithm-Agnostic Intrinsic Variable Impor...

Nonparametric Intrinsic Variable Importance Estimates: Classification ...

Nonparametric Intrinsic Variable Importance Estimates: ANOVA

Nonparametric Intrinsic Variable Importance Estimates: AUC

Confidence intervals for variable importance

Nonparametric Intrinsic Variable Importance Estimates: Deviance

Perform a hypothesis test against the null hypothesis of $\delta$ impo...

Nonparametric Intrinsic Variable Importance Estimates: ANOVA

Nonparametric Intrinsic Variable Importance Estimates: R-squared

Estimate variable importance standard errors