varImp.SDAM {SDModels} | R Documentation |
Extract Variable importance for SDAM
Description
This function extracts the variable importance of an SDAM. The variable importance is calculated as the empirical squared L2 norm of fj. The measure is not standardized.
Usage
## S3 method for class 'SDAM'
varImp(object)
Arguments
object |
an |
Value
A vector of variable importance
Author(s)
Cyrill Scheidegger
See Also
Examples
set.seed(1)
X <- matrix(rnorm(10 * 5), ncol = 5)
Y <- sin(X[, 1]) - X[, 2] + rnorm(10)
model <- SDAM(x = X, y = Y, Q_type = "trim", trim_quantile = 0.5, nfold = 2)
varImp(model)
[Package SDModels version 1.0.13 Index]