first (version 1.1)

Factor Importance Ranking and Selection using Total Indices

Description

A model-independent factor importance ranking and selection procedure that is based on total Sobol' indices. Please see Huang and Joseph (2024) . This research is supported by U.S. National Science Foundation grants DMS-2310637 and DMREF-1921873.

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Version

Install

install.packages('first')

Monthly Downloads

150

Version

1.1

License

GPL (>= 2)

Maintainer

Chaofan Huang

Last Published

February 16th, 2024

Functions in first (1.1)

first

Factor Importance Ranking and Selection using Total (Sobol') indices

totalsobol.knn

Estimating Total Sobol' Indices from Data