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swMATH41426CRANrfPermuteMaRDI QIDQ1353758

Estimate Permutation p-Values for Random Forest Importance Metrics

Eric Archer

Last update: 23 August 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 2.5.1, 1.0.1, 1.0, 1.1, 1.2, 1.4, 1.5.1, 1.5.2, 1.5, 1.6.1, 1.6.2, 1.7, 1.9.2, 1.9.3, 2.0.1, 2.0, 2.1.1, 2.1.5, 2.1.6, 2.1.7, 2.1.81, 2.2, 2.5, 2.5.2

Source code repository: https://github.com/cran/rfPermute

Estimate significance of importance metrics for a Random Forest model by permuting the response variable. Produces null distribution of importance metrics for each predictor variable and p-value of observed. Provides summary and visualization functions for 'randomForest' results.




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