by Willow9898
Last Updated May 22, 2020 22:19 PM - source

I would like to eventually use the PIMP-Algorithm (Permutation Variable Importance Measure) in order to get p values for the variables' importance. However, the formula

```
"PIMP"(X, y, rForest, S = 100, parallel = FALSE, ncores=0, seed = 123, ...)
```

requires rForest which is an object of class randomForest.

I can carry out the 5 times repeated 10 fold cross-validation fine using caret.

```
rf.fit <- train(T2DS ~ .,
data = mod_train.new,
method = "rf",
importance = TRUE,
trControl = trainControl(method = "repeatedcv",
number = 10,
repeats = 5))
```

However, I cannot seem to find any examples of documentation as to how to implement this using randomForest. The below is incorrect.

```
rf.fit.try <- randomForest(T2DS ~., data=mod_train.new, importance=TRUE,
trControl=trainControl(method="repeatedcv", number=10, repeats=5))
```

Please could anybody suggest how the repeated measures cross-validation can be done using the randomForest package, or an alternative way I can calculate p values for my variable importances following permutation?

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