Nonparametric Variable Importance

Calculate point estimates of and valid confidence intervals for nonparametric variable importance measures in high and low dimensions, using flexible estimators of the underlying regression functions. For more information about the methods, please see Williamson et al. (2017) <>.


Reference manual

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1.1.6 by Brian D. Williamson, 6 months ago

Browse source code at

Authors: Brian D. Williamson [aut, cre] , Noah Simon [aut] , Marco Carone [aut]

Documentation:   PDF Manual  

MIT + file LICENSE license

Imports SuperLearner, stats, graphics

Suggests knitr, rmarkdown, MASS, gam, xgboost, glmnet, quadprog, covr, testthat

See at CRAN