However, after fitting data to quantregForest for different quantiles, the function does not return the importance value of covariates corresponding to different quantile using "importance" function. Instead, it returns just one value of importance for each covariate without reporting the quantile to which it corresponds to.
Could you please let me know if there is any other way to extract importance values for each covariate for each selected quantile?
Looking forward to your feedback.
Hi, I saw a vignette of quantregForest and found that you library could return importance of each covariate for each selected quantile. Please see the example here; https://mran.microsoft.com/snapshot/2015-07-15/web/packages/quantregForest/vignettes/quantregForest.pdf
However, after fitting data to quantregForest for different quantiles, the function does not return the importance value of covariates corresponding to different quantile using "importance" function. Instead, it returns just one value of importance for each covariate without reporting the quantile to which it corresponds to.
Could you please let me know if there is any other way to extract importance values for each covariate for each selected quantile? Looking forward to your feedback.
Thanks, Srishti