rfvimptest

Sequential permutation testing for statistical significance of predictors in random forests. The main function of the package is rfvimptest(), which allows to test for the statistical significance of predictors in random forests using different (sequential) permutation test strategies. The advantage of sequential over conventional permutation tests is that they are computationally considerably less intensive, as the sequential procedure is stopped as soon as there is sufficient evidence for either the null or the alternative hypothesis.

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