cv_varImp {nestedcv}

Extract variable importance from outer CV caret models

Description

Extracts variable importance or coefficients from outer CV glmnet models from a nestcv.train fitted object.

Usage

cv_varImp(x)

Arguments

x

a nestcv.train fitted object

Details

Note that caret::varImp() may require the model package to be fully loaded in order to function. During the fitting process caret often only loads the package by namespace.

Value

matrix of variable importance from outer CV fold caret models as well as the final model. Variable importance for variables which are not present in a particular outer CV fold model is set to 0.

See Also

cv_coef()