Perform Inference on Algorithm-Agnostic Variable Importance


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Documentation for package ‘vimp’ version 2.0.1

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average_vim Average multiple independent importance estimates
cv_predictiveness_point_est Estimate a nonparametric predictiveness functional using cross-validation
cv_predictiveness_update Estimate the influence function for an estimator of predictiveness
cv_vim Nonparametric Variable Importance Estimates using Cross-validation
cv_vimp_point_est Estimate variable importance using cross-validation
cv_vimp_update Estimate the influence function for variable importance parameters
cv_vim_nodonsker Nonparametric Variable Importance Estimates using Cross-validation, without Donsker class relaxation
format.vim Format a 'vim' object
measure_accuracy Estimate the classification accuracy
measure_auc Estimate area under the receiver operating characteristic curve (AUC)
measure_cross_entropy Estimate the cross-entropy
measure_deviance Estimate the deviance
measure_mse Estimate mean squared error
measure_r_squared Estimate R-squared Compute nonparametric estimate of R-squared.
merge_vim Merge multiple 'vim' objects into one
predictiveness_ci Confidence intervals for measures of predictiveness
predictiveness_point_est Estimate a nonparametric predictiveness functional
predictiveness_se Estimate standard errors for measures of predictiveness
predictiveness_update Estimate the influence function for an estimator of predictiveness
print.vim Print a 'vim' object
run_sl Run a Super Learner for the provided subset of features
sample_subsets Create necessary objects for SPVIMs
spvim_ics Influence function estimates for SPVIMs
spvim_se Standard error estimate for SPVIM values
sp_vim Shapley Population Variable Importance Measure (SPVIM) estimates
vim Nonparametric Variable Importance Estimates
vimp vimp: Nonparametric variable importance assessment
vimp_accuracy Nonparametric Variable Importance Estimates: Classification accuracy
vimp_anova Nonparametric Variable Importance Estimates: ANOVA
vimp_auc Nonparametric Variable Importance Estimates: AUC
vimp_ci Confidence intervals for variable importance
vimp_deviance Nonparametric Variable Importance Estimates: Deviance
vimp_hypothesis_test Perform a hypothesis test against the null hypothesis of delta importance
vimp_point_est Estimate variable importance
vimp_regression Nonparametric Variable Importance Estimates
vimp_rsquared Nonparametric Variable Importance Estimates: $R^2$
vimp_se Estimate standard errors
vimp_update Estimate the influence function for variable importance parameters