Consensus Ranking of Variable Importance with Uncertainty
Overview
Variable importance rankings depend on the method, the random seed and the resample used to compute them. This package treats every source of importance as a judge expressing a ranking over the predictors, and synthesises those rankings into a Kemeny median ranking with ties. Uncertainty about the consensus is quantified through bootstrap rank confidence sets, top-k probabilities and clustering of disagreeing judges.
First stable release. The interface is settled and breaking changes from here
go through a deprecation cycle.
New
applicationsis a new dataset: 800 synthetic loan applications, seven predictors and a default indicator, shipped so that a question about a ranking has an answer to check against. The effects a ranking ought to recover are stored on the data frame asattr(applications, "effects").- It is built to make importance measures disagree, because a dataset on which they agree has nothing to say about a package for reconciling them.
bureau_scoreandincomecome from one latent creditworthiness and correlate at 0.84, so the credit for the signal has to be divided somehow, and both measures below invert them relative to the truth.prior_arrearsis the largest effect in the data and takes six distinct values: on a forest of 500 trees, impurity importance puts it fourth while permutation importance puts it first. Over the seven predictors the two agree with each other at a Kendall tau of 0.71, and against the truth at 0.59 for impurity and 0.88 for permutation.
From NEWS.md in the release
Install
Health
- OK13 OKNow
- OK5 OK2026-09-18
Documentation
- Help pages
- 16 (2 internal)includes a package overview page
- Examples that run
- 100%14 run in a plain check (4 of them under a condition)
- Exported functions with examples
- 91%
- Documented parameters
- 100%
- Return-value docs
- 91%
- Help pages citing references
- 0%
Downloads
Repository
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Dependencies
Installing rankimp adds 38 packages (23 with compiled code, 38 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.
Code & Tests
Datasets
People & History
- 1.0.0Latest2026-09-17 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-09-17
- Total releases
- 1 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.5
- Bundled data
- 8.2 KB / 1 file
- Download size
- 389 KB
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