Plots VIMP (variable importance) confidence regions obtained from subsampling a forest.
plot.subsample(x, alpha = .01, xvar.names, standardize = TRUE, normal = TRUE, jknife = TRUE, target, m.target = NULL, pmax = 75, main = "", ...)
An object obtained from calling
Desired level of significance.
Names of the x-variables to be used. If not specified all variables used.
Standardize VIMP? For regression families, VIMP is standardized by dividing by the variance and then multipled by 100. For all other families, VIMP is scaled by 100.
Use parametric normal confidence regions or nonparametric regions? Generally, parametric regions perform better.
Use the delete-d jackknife variance estimator?
For classification families, an integer or
character value specifying the class VIMP will be conditioned on
(default is to use unconditional VIMP).
For competing risk families, an integer value between
J indicating the event VIMP is requested, where
the number of event types. The default is to use the first event.
Character value for multivariate families specifying the target outcome to be used. If left unspecified, the algorithm will choose a default target.
Trims the data to this number of variables (sorted by VIMP).
Title used for plot.
Further arguments that can be passed to
Most of the options used by the R function bxp will work here and can be used for customization of plots. Currently the following parameters will work:
"xaxt", "yaxt", "las", "cex.axis", "col.axis", "cex.main", "col.main", "sub", "cex.sub", "col.sub", "ylab", "cex.lab", "col.lab"
Invisibly, returns the boxplot data that is plotted.
Ishwaran H. and Lu M. (2017). Standard errors and confidence intervals for variable importance in random forest regression, classification, and survival.
Politis, D.N. and Romano, J.P. (1994). Large sample confidence regions based on subsamples under minimal assumptions. The Annals of Statistics, 22(4):2031-2050.
Shao, J. and Wu, C.J. (1989). A general theory for jackknife variance estimation. The Annals of Statistics, 17(3):1176-1197.