The Importance Weights tool provides methods for selecting a set of variables to use in a predictive model based on how strongly related each possible predictor is to the target variable.
To use this macro, several additional R packages need to be installed: entropy, digest, RWeka, and FSelection. The link below provides instructions on how to install R packages that can be accessed by Alteryx. In addition, some of the tools make use of Java programs, as a result, Java 7 ( not Java 8 ) also needs to be installed. The macro will attempt to install the needed R packages if they are not already installed, but this may be prevented by certain firewalls or proxy servers.
Using additional R packages