Estimate Permutation p-Values for Random Forest Importance Metrics

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.




rfPermute estimates the significance of importance metrics for a Random Forest model by permuting the response variable. It will produce null distributions of importance metrics for each predictor variable and p-value of observed. The package also includes several summary and visualization functions for randomForest and rfPermute results.

To install the stable version from CRAN:

install.packages('rfPermute')

To install the latest version from GitHub:

# make sure you have Rtools installed
if (!require('devtools')) install.packages('devtools')
 
# install from GitHub
devtools::install_github('EricArcher/rfPermute')

classConfInt Classification Confidence Intervals
cleanRFdata Clean Random Forest Input Data
confusionMatrix Confusion Matrix
exptdErrRate Expected Error Rate
impHeatmap Importance Heatmap
pctCorrect Percent Correctly Classified
plotNull Plot Random Forest Importance Null Distributions
plotVotes Vote Distribution
plot.rp.importance Plot Random Forest Importance Distributions
proximityPlot Plot Random Forest Proximity Scores
rfPermute Estimate Permutation p-values for Random Forest Importance Metrics
rp.combine Combine rfPermute Objects
rp.importance Extract rfPermute Importance Scores and p-values

  • Added type argument to plotVotes to choose between area and bar charts.
  • Changed plot.rfPermute to plotNull to avoid clashes and maintain functionality of randomForest::plot.randomForest.
  • Changed name of proximity.plot to proximityPlot, exptd.err.rate to exptdErrRate, and clean.rf.data to cleanRFdata to make camelCase naming scheme more consistent in package.
  • Changed plotNull from base graphics to ggplot2.
  • Added symb.metab data set.
  • Added n argument to impHeatmap.
  • Added functions: classConfInt, confusionMatrix, plotVotes, pctCorrect.
  • Fixed bug in plot.rfPermute that was reporting the p-value incorrectly at the top of the figure.
  • Fixed multi-threading in rfPermute so it works on Windows too.
  • Added impHeatmap function.
  • Switched proximity.plot to use ggplot2 graphics.
  • Fixed bug with calculation of p-values not respecting importance measure scaling (division by standard deviations). New format of output of rfPemute has separate $null.dist and $pval elements, each with results for unscaled and scaled importance mesures. See ?rfPermute for more information.
  • rp.importance and plot.rfPermute now take a scale argument to specify whether or not importance values should be scaled by standard deviations.
  • If nrep = 0 for rfPermute, a randomForest object is returned.
  • Fixed import declarations to avoid grid name clashes.
  • Fixed logic error in clean.rf.data where fixed predictors were not removed.
  • Fixed error in use of main argument in plot.rp.importance.
  • Added this NEWS.md
  • Added README.md
  • Added num.cores argument to rfPermute to take advantage of multi-threading
  • Added internal keyword to calc.imp.pval to keep it from indexing
  • Updated imports to match new CRAN policies

News

rfPermute 1.9.2

  • Added this NEWS.md
  • Added README.md
  • Added num.cores argument to rfPermute to take advantage of multi-threading
  • Added internal keyword to calc.imp.pval to keep it from indexing
  • Updated imports to match new CRAN policies

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("rfPermute")

2.1.5 by Eric Archer, a year ago


https://github.com/EricArcher/rfPermute


Report a bug at https://github.com/EricArcher/rfPermute/issues


Browse source code at https://github.com/cran/rfPermute


Authors: Eric Archer [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports abind, ggplot2, graphics, grDevices, gridExtra, parallel, reshape2, stats, swfscMisc

Depends on randomForest


See at CRAN