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Calculates two sets of post-hoc variable importance measures for multivariate random forests. The first set of variable importance measures are given by the sum of mean split improvements for splits defined by feature j measured on user-defined examples (i.e., training or testing samples). The second set of importance measures are calculated on a per-outcome variable basis as the sum of mean absolute difference of node values for each split defined by feature j measured on user-defined examples (i.e., training or testing samples). The user can optionally threshold both sets of importance measures to include only splits that are statistically significant as measured using an F-test.
| Version: | 0.0.2 |
| Depends: | R (≥ 2.10) |
| Imports: | MultivariateRandomForest (≥ 1.1.5), MASS (≥ 7.3.0) |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2021-12-15 |
| DOI: | 10.32614/CRAN.package.MulvariateRandomForestVarImp |
| Author: | Sikdar Sharmistha [aut], Hooker Giles [aut], Kadiyali Vrinda [ctb], Dogonadze Nika [cre] |
| Maintainer: | Dogonadze Nika <nika.dogonadze at toptal.com> |
| BugReports: | https://github.com/Megatvini/VIM/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/Megatvini/VIM/ |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | MulvariateRandomForestVarImp results |
| Reference manual: | MulvariateRandomForestVarImp.pdf |
| Package source: | MulvariateRandomForestVarImp_0.0.2.tar.gz |
| Windows binaries: | r-devel: MulvariateRandomForestVarImp_0.0.2.zip, r-release: MulvariateRandomForestVarImp_0.0.2.zip, r-oldrel: MulvariateRandomForestVarImp_0.0.2.zip |
| macOS binaries: | r-release (arm64): MulvariateRandomForestVarImp_0.0.2.tgz, r-oldrel (arm64): MulvariateRandomForestVarImp_0.0.2.tgz, r-release (x86_64): MulvariateRandomForestVarImp_0.0.2.tgz, r-oldrel (x86_64): MulvariateRandomForestVarImp_0.0.2.tgz |
| Old sources: | MulvariateRandomForestVarImp archive |
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