Releases: bdwilliamson/vimp
Harmonize with CRAN
Pass CRAN checks and harmonize with cvAUC, ROCR.
Improving power
Improve power by being smarter about sample-splitting (and when it needs to be done).
Enhanced estimation of cross-fitted AUC
Harmonize cross-fitted AUC estimation with cross-fitted deviance and R-squared estimation -- namely, that components of the estimator that don't involve regression (or machine learning) don't have to be estimated using cross-fitting (e.g., the variance of the outcome; or the probability that the outcome equals 1).
Allow IPW estimation in two-phase samples
Previously, only AIPW estimation was available for cases where the data arise from a two-phase sample; now IPW estimation is available as well.
Bugfixes
- Update all tests to use
glm
rather thanranger
orxgboost
(improves package build and check speed and removes some dependencies) - Internal bugfixes (mostly for cross-fitted VIM estimation)
- Update links and DOIs throughout vignettes and documentation
Use package `stats` versions of internal functions, bugfixes
- Use
stats::plogis
andstats::qlogis
forscale = "logistic"
; this increases stability and R compatibility - Minor bugfixes (e.g., if different number of observations are in each of the sample-splitting folds for hypothesis testing, there is no longer an error)
Allow IPC weighting, CIs to be computed on non-identity scale
v2.1.1.1 bump news, description
Update inverse probability weighting behavior
v2.1.1 change name of internal return variable for ipc weights in sp_vim
Add SPVIM
Add Shapley Population Variable Importance Measures (SPVIM) as an additional option for defining variable importance.
Clean up and pass CRAN checks
Remove some unnecessary functions (e.g., cv_vim_nodonsker -- this has been superseded by cv_vim) and clean up \examples to pass CRAN checks.