This function wraps the varImp
function in the
caret
package to provide a weighted estimate of the importance of
variables in the ensembled models in a caretEnsemble
object. Variable
importance for each model is calculated and then averaged by the weight of the overall model
in the ensembled object.
# S3 method for caretEnsemble
varImp(object, ...)
A data.frame
with one row per variable and one column
per model in object
a caretEnsemble
to make predictions from.
other arguments to be passed to varImp