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Caret is an R package containing a set of functions that attempt to streamline the process of creating predictive models.

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caret, then it gives me a varImp function. I don't know how it calculates this, but the results seem nice. How does this work, and if it is correct, can I implement it for standard GLMNEt without … caret? Someone recommended I somehow compute confidence intervals for each coefficent and see how far they are from 0. Any variable that included 0 in this interval is unimportant. One problem here is …
asked May 11 '15 by Cole Gleason