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Perform Inference on Algorithm-Agnostic Variable Importance

1packages dependsuggested by 2
7.5Kdownloads / year
79.9%test coverage
13/13flavors OK

Overview

About

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).

Changes in 2.3.6

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

CRAN checks
13OK
Slowest check: 5.6 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 2.3.6
README· In the repository, left out of the releaseVignettesYes · 4 · dynamicNEWSYes · 100% structured · mentions 2.3.6Citation fileNoWebsiteYes · pkgdown
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

7.5K
CRAN downloads in the past year
Rank #5,581 · ~21/day · ~625/mo
Daily download trend is not available in this view yet.
63830 days
1.5K90 days
7.5K1 year
Compare downloads with other packages →
Also on84 r2u7 autocran

Repository

24Stars
8Forks
0Open issues
0Open PRs
28Releases
1,067Commits
4Commit identities
statistical-inferencemachine-learningvariable-importancenonparametric-statistics
1,067 commits · Last activity 2026-05-18 · 0% stars, 30d · Default branch at 2.3.8, ahead of CRAN 2.3.6 (checked 2026-10-18)
Responsiveness
How these are sampled
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

Stars over time

2025-03-14 · 242026-07-07 · 24
PracticesBeta

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.

Continuous integration (3)
GitHub ActionsR CMD check workflowTravis CI (config file)

The R CMD check workflow runs on Linux

Docs source (3)
pkgdown

GitHub Pages site last deployed 2026-05-18 · The repository has a site deploy workflow

pkgdown site last built 2026-05-18

Coverage (1)
Coverage reporting (Codecov)
CRAN release process (2)
cran-comments.mdCRAN-SUBMISSION
How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies
23 external dependencies (excludes base and recommended)

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.

Depends (1)
R >= 3.1.0
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
1direct
0indirect
Imports 1
Suggested by 2
Depends, Imports or LinkingTo, most downloaded first
Suggests, most downloaded first

Datasets

People & History

People (5)
Author, Maintainer since 1.0.0 (2018)
Contributor · added in 2.1.6
Contributor · added in 2.3.3
Thesis advisor
Thesis advisor
Releases (22)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 2.3.6Latest
    record
    2025-08-28 · current release · diff ↗
  • 2.3.5
    record
    2025-07-23 · diff ↗ ·
    added 4 exports
    measure_npv, measure_ppv, measure_sensitivity, measure_specificity
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • 2.3.3
    record
    2023-08-28 · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • 2.3.1
    record
    2022-12-09 · diff ↗
  • 2.3.0
    record
    2022-11-14 · diff ↗ ·
    added 6 exports
    estimate, estimate_nuisances, get_test_set, measure_average_value, predictiveness_measure, process_arg_lst
  • R
    R 4.2.0 released · 2022-04-22
  • 2.2.5
    record
    2021-08-16 · diff ↗
  • 2.2.4
    record
    2021-08-04 · diff ↗
  • 2.2.3
    record
    2021-07-20 · diff ↗
  • 2.2.2
    record
    2021-06-14 · diff ↗
  • 2.2.1
    record
    2021-06-03 · 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
  • R
    R 4.1.0 released · 2021-05-18
Show 15 earlier eventsHide 15 earlier events
  • 2.1.9
    record
    2021-03-01 · diff ↗
  • 2.1.6
    record
    2021-01-09 · 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_update
    added 3 exports
    est_predictiveness, est_predictiveness_cv, measure_anova
  • 2.1.0
    record
    2020-06-18 · diff ↗ ·
    added 4 exports
    sample_subsets, sp_vim, spvim_ics, spvim_se
  • 2.0.2
    record
    2020-04-27 · diff ↗ ·
    removed 6 exports
    cv_vim_nodonsker, run_sl, sample_subsets, sp_vim, spvim_ics, spvim_se
  • R
    R 4.0.0 released · 2020-04-24
  • 2.0.1
    record
    2020-04-12 · diff ↗ ·
    removed 2 exports
    onestep_based_estimator, two_validation_set_cv
    added 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
  • 1.1.6
    record
    2019-08-27 · diff ↗
  • 1.1.5
    record
    2019-08-10 · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
  • 1.1.4
    record
    2018-10-14 · diff ↗
  • 1.1.3
    record
    2018-10-02 · diff ↗
  • 1.1.2
    record
    2018-09-21 · diff ↗ ·
    added 2 exports
    cv_vim_nodonsker, two_validation_set_cv
  • 1.1.0
    record
    2018-08-10 · diff ↗
  • 1.0.0
    record
    2018-06-24
  • R
    R 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

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("vimp")
Williamson, B. D., Carone, M., Feng, J., Simon, N., & Wolock, C. (2025). vimp: Perform Inference on Algorithm-Agnostic Variable Importance (Version 2.3.6) [Computer software]. https://doi.org/10.32614/CRAN.package.vimp

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for vimp version 2.3.6 [Data set]. HJJB, LLC. Data release v2026-10-20. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-20, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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