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Factor Importance Ranking and Selection using Total Indices
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Maintained by
Chaofan Huang
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First Published: 2024-01-10
Latest Update: 2024-02-16
Description:
A model-independent factor importance ranking and selection procedure that is based on total Sobol' indices. Please see Huang and Joseph (2024) . This research is supported by U.S. National Science Foundation grants DMS-2310637 and DMREF-1921873.
How to cite:
Chaofan Huang (2024). first: Factor Importance Ranking and Selection using Total Indices. R package version 1.1, https://cran.r-project.org/web/packages/first
Previous versions and publish date:
1.0 (2024-01-10 20:23)
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Some associated functions: first . totalsobol.knn . 
Some associated R codes: first.R .  Full first package functions and examples
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