Variable selection with Surrogate Minimal Depth (SMD)

Usage

SurrogateMinimalDepth(RFS)

Arguments

RFS: A [RandomForestSurrogates()] object.

Value

A `SurrogateMinimalDepth` S3 list object: - `RFS`: The original [RandomForestSurrogates()] object. - `selected`: A character vector of the selected variable names. - `depth`: A numeric vector of the surrogate minimal depth for each variable. - `threshold`: The depth threshold used to select variables. - `surrogates`: - `average`: Total average number of surrogate variables. - `layer`: Average number of surrogate variables by layer (`Named num [1:1000]`).

References

- Seifert, S. et al. (2019) Surrogate minimal depth as an importance measure for variables in random forests. Bioinformatics, 35, 3663–3671. <https://academic.oup.com/bioinformatics/article/35/19/3663/5368013> - Ishwaran, H. et al. (2011) Random survival forests for high-dimensional data. Stat Anal Data Min, 4, 115–132. <https://onlinelibrary.wiley.com/doi/abs/10.1002/sam.10103> - Ishwaran, H. et al. (2010) High-Dimensional Variable Selection for Survival Data. J. Am. Stat. Assoc., 105, 205–217. <http://www.ccs.miami.edu/~hishwaran/papers/IKGML.JASA.2010.pdf>

Examples

# \donttest{
data("SMD_example_data")

res.smd <- SurrogateMinimalDepth(RandomForestSurrogates(
  x = SMD_example_data[, -1], y = SMD_example_data[, 1],
  num.trees = 10, s = 10, num.threads = 1
))
#> Warning: `seed` was not set. Your results may not be reproducible.
# }