Intrinsic variable selection

Functions for performing variable selection based on intrinsic variable importance.

intrinsic_selection()

Perform intrinsic, ensemble-based variable selection

intrinsic_control()

Control parameters for intrinsic variable selection

pool_spvims()

Pool SPVIM Estimates Using Rubin's Rules

spvim_vcov()

Extract a Variance-Covariance Matrix for SPVIM Estimates

get_base_set()

Get an initial selected set based on intrinsic importance and a base method

get_augmented_set()

Get an augmented set based on the next-most significant variables

Extrinsic variable selection

Functions for performing variable selection based on extrinsic variable importance.

extrinsic_selection()

Perform extrinsic, ensemble-based variable selection

extract_importance_glm()

Extract the learner-specific importance from a glm object

extract_importance_glmnet()

Extract the learner-specific importance from a glmnet object

extract_importance_mean()

Extract the learner-specific importance from a mean object

extract_importance_polymars()

Extract the learner-specific importance from a polymars object

extract_importance_ranger()

Extract the learner-specific importance from a ranger object

extract_importance_SL_learner()

Extract the learner-specific importance from a fitted SuperLearner algorithm

extract_importance_SL()

Extract extrinsic importance from a Super Learner object

extract_importance_svm()

Extract the learner-specific importance from an svm object

extract_importance_xgboost()

Extract the learner-specific importance from an xgboost object

SL_stabs_fitfun()

Wrapper for using Super Learner-based extrinsic selection within stability selection

SL.ranger.imp()

Super Learner wrapper for a ranger object with variable importance

Biomarker data

Dataset for use in the vignettes and examples.

biomarkers

Example biomarker data

Package documentation homepage

Landing page for R help.

flevr

flevr: Flexible, Ensemble-Based Variable Selection with Potentially Missing Data

Internal package utility functions

Functions for internal convenience, used by other core functions.

pool_selected_sets()

Pool selected sets from multiply-imputed data