Releases: bdwilliamson/vimp
Arbitrary predictiveness measures
This release allows you to define variable importance with respect to several different predictiveness measures: difference in classification accuracy, difference in AUC, and difference in deviance, in addition to difference in R-squared (this was previously the only way to measure variable importance supported by this package). Additionally, we now provide p-values for null hypothesis testing, and provide an updated interface for doing variable importance estimation (and cross-fitted variable importance estimation).
Fix CRAN errors
v1.1.6 add check environments
v1.1.5
Fix dependency on SL.gam; update tests to cover more paths through code.
v1.1.4
Bugfixes and performance updates for binary outcomes.
v1.1.3.2
More small bugfixes; matches up to CRAN release 1.1.3
v1.1.3.1
Small bugfix to 1.1.3, matches up code to CRAN release.
v1.1.2
First GitHub stable release. Incorporates functions for variable importance and cross-validated variable importance.