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caretEnsemble (version 2.0.3)

varImp.caretEnsemble: Calculate the variable importance of variables in a caretEnsemble.

Description

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.

Usage

# S3 method for caretEnsemble
varImp(object, ...)

Value

A data.frame with one row per variable and one column per model in object

Arguments

object

a caretEnsemble to make predictions from.

...

other arguments to be passed to varImp