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rtemis (version 0.79)

rfVarSelect: Variable Selection by Random Forest

Description

Select important variables from a set of features based on RF-estimated variable importance

Usage

rfVarSelect(x, y, p = 0.2, print.plot = TRUE, verbose = TRUE)

Arguments

x

Predictors

y

outcome

p

Float (0, 1): Fraction of variables in x to select. p * ncol(x). May help to set to a fraction twice what you expect to be the true fraction of useful variables, to reduce false negatives at the expense of false positives which can be dealt by an appropriate learning algorithm.