rankimp (Q7370508)
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Consensus Ranking of Variable Importance with Uncertainty
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | rankimp |
Consensus Ranking of Variable Importance with Uncertainty |
Statements
Variable importance rankings depend on the method, the random seed and the resample used to compute them. This package treats every source of importance as a judge expressing a ranking over the predictors, and synthesises those rankings into a Kemeny median ranking with ties. Uncertainty about the consensus is quantified through bootstrap rank confidence sets, top-k probabilities and clustering of disagreeing judges.
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17 September 2026
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