shadowVIMP: Covariate Selection Based on VIMP Permutation-Like Testing

A statistical method for reducing the number of covariates in an analysis by evaluating Variable Importance Measures (VIMPs) derived from the Random Forest algorithm. It performs statistical tests on the VIMPs and outputs whether the covariate is significant along with the p-values.

Version: 1.0.3
Imports: dplyr, ggforce, ggplot2, ggpubr, magrittr, parallel, patchwork, ranger, rlang, stats, stringr, tidyr
Suggests: knitr, rmarkdown, spelling, testthat (≥ 3.0.0)
Published: 2026-09-10
DOI: 10.32614/CRAN.package.shadowVIMP
Author: Tim Mueller [aut, cre], Oktawia Miluch [aut], Staburo GmbH [cph, fnd]
Maintainer: Tim Mueller <mueller at staburo.de>
BugReports: https://github.com/Staburo/shadowVIMP/issues
License: Apache License (≥ 2)
URL: https://github.com/Staburo/shadowVIMP
NeedsCompilation: no
Language: en-GB
Materials: README, NEWS
CRAN checks: shadowVIMP results

Documentation:

Reference manual: shadowVIMP.html , shadowVIMP.pdf
Vignettes: shadowVIMP-vignette (source, R code)

Downloads:

Package source: shadowVIMP_1.0.3.tar.gz
Windows binaries: r-devel: shadowVIMP_1.0.2.zip, r-release: shadowVIMP_1.0.2.zip, r-oldrel: shadowVIMP_1.0.2.zip
macOS binaries: r-release (arm64): shadowVIMP_1.0.2.tgz, r-oldrel (arm64): shadowVIMP_1.0.3.tgz, r-release (x86_64): shadowVIMP_1.0.2.tgz, r-oldrel (x86_64): shadowVIMP_1.0.3.tgz
Old sources: shadowVIMP archive

Linking:

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