Compute confidence intervals for the true variable importance parameter.
vimp_ci(est, se, scale = "identity", level = 0.95)estimate of variable importance, e.g., from a call to vimp_point_est.
estimate of the standard error of est, e.g., from a call to vimp_se.
scale to compute interval estimate on (defaults to "identity": compute SE and CI on log scale and back-transform).
confidence interval type (defaults to 0.95).
The Wald-based confidence interval for the true importance of the given group of left-out covariates.
See the paper by Williamson, Gilbert, Simon, and Carone for more details on the mathematics behind this function and the definition of the parameter of interest.