[R] Neural networks

[Marcus Gry]

Dear list members.

I am trying to make a sensitivity analysis (as derived by Zurada 1994,  
Engelbrecht 1995) of input parameters (gene expression data) when  
applying a neural network to classify different cancer subtypes. Since  
I am no expert in the field, (rather a newbie), I wonder if there  
exists an implementation in R that can be used to measure the relative  
importance of the input variables for the neural network. The created  
network has (after PCA dimension reduction) 8 inputs,  2 nodes in the  
hidden layer and two outputs.

I read somewhere that the sensitivity matrix is calculated by using a  
Jacobian matrix of the output parameters over the input parameters. I  
think that somehow I can grasp the concept, I just don’t know how to  
implement it in R. Any help, or guidelines would be greatly appreciated.

Best regards

Marcus