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vimp 2.1.8

Major changes

None

Minor changes

  • Allow the user to specify either an augmented inverse probability of coarsening (AIPW, the default) estimator in coarsened-at-random settings, or specify an IPW estimator, using new argument ipc_est_type (available in vim, cv_vim, and sp_vim; also corresponding wrapper functions for each VIM and corresponding internal estimation functions)

vimp 2.1.7

Major changes

None

Minor changes

  • Updated internals so that stratified estimation can be performed in outer regression functions for binary outcomes, but that in the case of two-phase samples the stratification won't be used in any internal regressions with continuous outcomes
  • Updated internals to allow stratification on both the outcome and observed status, so that there are sufficient cases per fold for both the phase 1 and phase 2 regressions (only used with two-phase samples)

vimp 2.1.6

Major changes

None

Minor changes

  • Updated links to DOIs and package vignettes throughout
  • Updated all tests in testthat/ to use glm rather than xgboost (increases speed)
  • Updated all examples to use glm rather than xgboost or ranger (increases speed, even though the regression is now misspecified for the truth)
  • Removed forcats from vignette

vimp 2.1.5

Major changes

None

Minor changes

  • Fixed a bug where if the number of rows in the different folds (for cross-fitting or sample-splitting) differed, the matrix of fold-specific EIFs had the wrong number of rows
  • Changes to internals of measure_accuracy and measure_auc for project-wide consistency
  • Update all tests in testthat/ to not explicitly load xgboost

vimp 2.1.4

Major changes

None

Minor changes

  • Fixed a bug where if the number of rows in the different folds (for cross-fitting or sample-splitting) differed, the EIF had the wrong number of rows

vimp 2.1.3

Major changes

None

Minor changes

  • Compute logit transforms using stats::qlogis and stats::plogis rather than bespoke functions

vimp 2.1.2

Major changes

None

Minor changes

  • Bugfix from 2.1.1.1: compute the correction correctly

vimp 2.1.1.1

Major changes

None

Minor changes

  • Allow confidence interval (CI) and inverse probability of coarsening corrections on different scales (e.g., log) to ensure that estimates and CIs lie in the parameter space

vimp 2.1.1

Major changes

  • Compute one-step estimators of variable importance if inverse probability of censoring weights are entered. You input the weights, indicator of coarsening, and observed variables, and vimp will handle the rest.

Minor changes

  • Created new vignettes "Types of VIMs" and "Using precomputed regression function estimates in vimp"
  • Updated main vignette to only use run_regression = TRUE for simplicity
  • Added argument verbose to sp_vim; if TRUE, messages are printed throughout fitting that display progress and verbose is passed to SuperLearner
  • Change names of internal functions from cv_predictiveness_point_est and predictiveness_point_est to est_predictiveness_cv and est_predictiveness, respectively
  • Removed functions cv_predictiveness_update, cv_vimp_point_est, cv_vimp_update, predictiveness_update, vimp_point_est, vimp_update; this functionality is now in est_predictiveness_cv and est_predictiveness (for the *update* functions) or directly in vim or cv_vim (for the *vimp* functions)
  • Removed functions predictiveness_se and predictiveness_ci (functionality is now in vimp_se and vimp_ci, respectively)
  • Changed weights argument to ipc_weights, clarifying that these weights are meant to be used as inverse probability of coarsening (e.g., censoring) weights

vimp 2.1.0

Major changes

Added functions sp_vim, sample_subsets, spvim_ics, spvim_se; these allow computation of Shapely Population Variable Importance (SPVIM)

Minor changes

None

vimp 2.0.2

Major changes

  • Removed functions sp_vim and helper functions run_sl, sample_subsets, spvim_ics, spvim_se; these will be added in a future release
  • Removed function cv_vim_nodonsker, since cv_vim supersedes this function

Minor changes

  • Modify examples to pass all CRAN checks

vimp 2.0.1

Major changes

  • Added new function sp_vim and helper functions run_sl, sample_subsets, spvim_ics, spvim_se; these functions allow computation of the Shapley Population Variable Importance Measure (SPVIM)
  • Both cv_vim and vim now use an outer layer of sample splitting for hypothesis testing
  • Added new functions vimp_auc, vimp_accuracy, vimp_deviance, vimp_rsquared
  • vimp_regression is now deprecated; use vimp_anova instead
  • added new function vim; each variable importance function is now a wrapper function around vim with the type argument filled in
  • cv_vim_nodonsker is now deprecated; use cv_vim instead
  • each variable importance function now returns a p-value based on the (possibly conservative) hypothesis test against the null of zero importance (with the exception of vimp_anova)
  • each variable importance function now returns the estimates of the individual risks (with the exception of vimp_anova)
  • added new functions to compute measures of predictiveness (and cross-validated measures of predictiveness), along with their influence functions

Minor changes

  • Return tibbles in cv_vim, vim, merge_vim, and average_vim

vimp 1.1.6

Major changes

None

Minor changes

  • Changed tests to handle gam package update by switching library to SL.xgboost, SL.step, and SL.mean
  • Added small unit tests for internal functions

vimp 1.1.5

Major changes

None

Minor changes

  • Attempt to handle gam package update in unit tests

vimp 1.1.4

Major changes

None

Minor changes

  • cv_vim andcv_vim_nodonsker now return the cross-validation folds used within the function

vimp 1.1.3

Major changes

None

Minor changes

  • users may now only specify a family for the top-level SuperLearner if run_regression = TRUE; in call cases, the second-stage SuperLearner uses a gaussian family
  • if the SuperLearner chooses SL.mean as the best-fitting algorithm, the second-stage regression is now run using the original outcome, rather than the first-stage fitted values

vimp 1.1.2

Major changes

  • added function cv_vim_nodonsker, which computes the cross-validated naive estimator and the update on the same, single, validation fold. This does not allow for relaxation of the Donsker class conditions.

Minor changes

None

vimp 1.1.1

Major changes

  • added function two_validation_set_cv, which sets up folds for V-fold cross-validation with two validation sets per fold
  • changed the functionality of cv_vim: now, the cross-validated naive estimator is computed on a first validation set, while the update for the corrected estimator is computed using the second validation set (both created from two_validation_set_cv); this allows for relaxation of the Donsker class conditions necessary for asymptotic convergence of the corrected estimator, while making sure that the initial CV naive estimator is not biased high (due to a higher R^2 on the training data)

Minor changes

None

vimp 1.1.0

Major changes

None

Minor changes

  • changed the functionality of cv_vim: now, the cross-validated naive estimator is computed on the training data for each fold, while the update for the corrected cross-validated estimator is computed using the test data; this allows for relaxation of the Donsker class conditions necessary for asymptotic convergence of the corrected estimator

vimp 1.0.0

Major changes

  • removed function vim, replaced with individual-parameter functions
  • added function vimp_regression to match Python package
  • cv_vim now can compute regression estimators
  • renamed all internal functions; these are now vimp_ci, vimp_se, vimp_update, onestep_based_estimator
  • edited vignette
  • added unit tests

vimp 0.0.3

Major changes

None

Minor changes

Bugfixes etc.