Perform Inference on Algorithm-Agnostic Variable Importance
Overview
Calculate point estimates of and valid confidence intervals for nonparametric, algorithm-agnostic variable importance measures in high and low dimensions, using flexible estimators of the underlying regression functions. For more information about the methods, please see Williamson et al. (Biometrics, 2020), Williamson et al. (JASA, 2021), and Williamson and Feng (ICML, 2020).
Major changes
- Update the way that PPV, NPV, sensitivity, and specificity are calculated so that they return meaningful answers if all predictions are the same (for example, if using the mean outcome value to predict)
Minor changes
- Add tests for PPV, NPV, sensitivity, specificity
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 56 (1 internal)includes a package overview page
- Examples that run
- 100%12 run in a plain check
- Exported functions with examples
- 26%
- Documented parameters
- 94%
- Return-value docs
- 98%
- Help pages citing references
- 0%
Downloads
Repository
- PRs merged (all time)
- 100%
- Median days to close, 50 most recently updated closed issues
- 2
- Median days to close, 50 most recently updated closed PRs
- 0
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9 development-tooling and community-health practices detected across 4 families in the upstream repository
Checks run against github.com/bdwilliamson/vimp on 2026-10-18.
The R CMD check workflow runs on Linux
GitHub Pages site last deployed 2026-05-18 · The repository has a site deploy workflow
pkgdown site last built 2026-05-18
Dependencies
Installing vimp adds 27 packages (15 with compiled code, 17 MB of source tarballs). Heaviest: data.table 5.7 MB, gplots 4.6 MB, vctrs 1.0 MB.
Code & Tests
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People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 2.3.6Latest
- 2.3.52025-07-23 · diff ↗ ·
added 4 exports
measure_npv, measure_ppv, measure_sensitivity, measure_specificity - RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 2.3.32023-08-28 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 2.3.12022-12-09 · diff ↗
- 2.3.02022-11-14 · diff ↗ ·
added 6 exports
estimate, estimate_nuisances, get_test_set, measure_average_value, predictiveness_measure, process_arg_lst - RR 4.2.0 released · 2022-04-22
- 2.2.52021-08-16 · diff ↗
- 2.2.42021-08-04 · diff ↗
- 2.2.32021-07-20 · diff ↗
- 2.2.22021-06-14 · diff ↗
- 2.2.12021-06-03 · diff ↗ ·
added 11 exports
bootstrap_se, check_fitted_values, check_inputs, create_z, extract_sampled_split_predictions, get_cv_sl_folds, get_full_type, make_folds, make_kfold, run_sl, scale_est - RR 4.1.0 released · 2021-05-18
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- 2.1.92021-03-01 · diff ↗
- 2.1.62021-01-09 · diff ↗ ·
removed 10 exports
cv_predictiveness_point_est, cv_predictiveness_update, cv_vimp_point_est, cv_vimp_update, predictiveness_ci, predictiveness_point_est, predictiveness_se, predictiveness_update, vimp_point_est, vimp_updateadded 3 exports
est_predictiveness, est_predictiveness_cv, measure_anova - 2.1.0
- 2.0.22020-04-27 · diff ↗ ·
removed 6 exports
cv_vim_nodonsker, run_sl, sample_subsets, sp_vim, spvim_ics, spvim_se - RR 4.0.0 released · 2020-04-24
- 2.0.12020-04-12 · diff ↗ ·
removed 2 exports
onestep_based_estimator, two_validation_set_cvadded 27 exports
cv_predictiveness_point_est, cv_predictiveness_update, cv_vimp_point_est, cv_vimp_update, measure_accuracy, measure_auc, measure_cross_entropy, measure_deviance, measure_mse, measure_r_squared, predictiveness_ci, predictiveness_point_est, predictiveness_se, predictiveness_update, run_sl, sample_subsets, sp_vim, spvim_ics, spvim_se, vim, vimp_accuracy, vimp_anova, vimp_auc, vimp_deviance, vimp_hypothesis_test, vimp_point_est, vimp_rsquared - 1.1.62019-08-27 · diff ↗
- 1.1.52019-08-10 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 1.1.42018-10-14 · diff ↗
- 1.1.32018-10-02 · diff ↗
- 1.1.2
- 1.1.02018-08-10 · diff ↗
- 1.0.02018-06-24
- RR 3.5.0 released · 2018-04-23
Package metadata
- First published
- 2018-06-24
- Total releases
- 22 / 8 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.1.0
- Bundled data
- 38 KB / 1 file
- Download size
- 368 KB
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