vimp: Nonparametric Variable Importance

Calculate point estimates of and valid confidence intervals for nonparametric variable importance measures in high and low dimensions, using flexible estimators of the underlying regression functions. For more information about the methods, please see Williamson et al. (2017) <>.

Version: 1.0.0
Depends: R (≥ 3.1.0)
Imports: SuperLearner, stats, graphics
Suggests: knitr, rmarkdown, MASS, gam, glmnet, xgboost, covr, testthat
Published: 2018-06-24
Author: Brian D. Williamson [aut, cre], Noah Simon [aut], Marco Carone [aut]
Maintainer: Brian D. Williamson <brianw26 at>
License: MIT + file LICENSE
NeedsCompilation: no
CRAN checks: vimp results


Reference manual: vimp.pdf
Vignettes: Introduction to vimp
Package source: vimp_1.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: vimp_1.0.0.tgz, r-oldrel: vimp_1.0.0.tgz


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