Perform Inference on Algorithm-Agnostic Variable Importance


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Documentation for package ‘vimp’ version 2.2.5

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average_vim Average multiple independent importance estimates
bootstrap_se Compute bootstrap-based standard error estimates for variable importance
check_fitted_values Check pre-computed fitted values for call to vim, cv_vim, or sp_vim
check_inputs Check inputs to a call to vim, cv_vim, or sp_vim
create_z Create complete-case outcome, weights, and Z
cv_vim Nonparametric Intrinsic Variable Importance Estimates and Inference using Cross-fitting
est_predictiveness Estimate a nonparametric predictiveness functional
est_predictiveness_cv Estimate a nonparametric predictiveness functional using cross-fitting
extract_sampled_split_predictions Extract sampled-split predictions from a CV.SuperLearner object
format.vim Format a 'vim' object
get_cv_sl_folds Get a numeric vector with cross-validation fold IDs from CV.SuperLearner
get_full_type Obtain the type of VIM to estimate using partial matching
make_folds Create Folds for Cross-Fitting
make_kfold Turn folds from 2K-fold cross-fitting into individual K-fold folds
measure_accuracy Estimate the classification accuracy
measure_anova Estimate ANOVA decomposition-based variable importance.
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
merge_vim Merge multiple 'vim' objects into one
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
scale_est Return an estimator on a different scale
spvim_ics Influence function estimates for SPVIMs
spvim_se Standard error estimate for SPVIM values
sp_vim Shapley Population Variable Importance Measure (SPVIM) Estimates and Inference
vim Nonparametric Intrinsic Variable Importance Estimates and Inference
vimp vimp: Perform Inference on Algorithm-Agnostic Intrinsic Variable Importance
vimp_accuracy Nonparametric Intrinsic Variable Importance Estimates: Classification accuracy
vimp_anova Nonparametric Intrinsic Variable Importance Estimates: ANOVA
vimp_auc Nonparametric Intrinsic Variable Importance Estimates: AUC
vimp_ci Confidence intervals for variable importance
vimp_deviance Nonparametric Intrinsic Variable Importance Estimates: Deviance
vimp_hypothesis_test Perform a hypothesis test against the null hypothesis of delta importance
vimp_regression Nonparametric Intrinsic Variable Importance Estimates: ANOVA
vimp_rsquared Nonparametric Intrinsic Variable Importance Estimates: R-squared
vimp_se Estimate variable importance standard errors
vrc01 Neutralization sensitivity of HIV viruses to antibody VRC01