diff --git a/R-package/NAMESPACE b/R-package/NAMESPACE
index 1e6031c9f..e4784bbf5 100644
--- a/R-package/NAMESPACE
+++ b/R-package/NAMESPACE
@@ -16,3 +16,6 @@ exportMethods(predict)
 import(methods)
 importClassesFrom(Matrix,dgCMatrix)
 importClassesFrom(Matrix,dgeMatrix)
+importFrom(data.table,":=")
+importFrom(data.table,data.table)
+importFrom(magrittr,"%>%")
diff --git a/R-package/man/agaricus.test.Rd b/R-package/man/agaricus.test.Rd
index 3cf87c9f8..8fee4e2ee 100644
--- a/R-package/man/agaricus.test.Rd
+++ b/R-package/man/agaricus.test.Rd
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.1): do not edit by hand
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/xgboost.R
 \docType{data}
 \name{agaricus.test}
 \alias{agaricus.test}
diff --git a/R-package/man/agaricus.train.Rd b/R-package/man/agaricus.train.Rd
index dd9f6e9a3..02b55423a 100644
--- a/R-package/man/agaricus.train.Rd
+++ b/R-package/man/agaricus.train.Rd
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.1): do not edit by hand
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/xgboost.R
 \docType{data}
 \name{agaricus.train}
 \alias{agaricus.train}
diff --git a/R-package/man/getinfo.Rd b/R-package/man/getinfo.Rd
index 23e3adc84..37e0ad0be 100644
--- a/R-package/man/getinfo.Rd
+++ b/R-package/man/getinfo.Rd
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.1): do not edit by hand
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/getinfo.xgb.DMatrix.R
 \docType{methods}
 \name{getinfo}
 \alias{getinfo}
@@ -12,9 +13,9 @@ getinfo(object, ...)
 \arguments{
 \item{object}{Object of class "xgb.DMatrix"}
 
-\item{name}{the name of the field to get}
-
 \item{...}{other parameters}
+
+\item{name}{the name of the field to get}
 }
 \description{
 Get information of an xgb.DMatrix object
diff --git a/R-package/man/predict-xgb.Booster-method.Rd b/R-package/man/predict-xgb.Booster-method.Rd
index 36d6327b1..afa0c70a5 100644
--- a/R-package/man/predict-xgb.Booster-method.Rd
+++ b/R-package/man/predict-xgb.Booster-method.Rd
@@ -1,11 +1,12 @@
-% Generated by roxygen2 (4.0.1): do not edit by hand
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/predict.xgb.Booster.R
 \docType{methods}
 \name{predict,xgb.Booster-method}
 \alias{predict,xgb.Booster-method}
 \title{Predict method for eXtreme Gradient Boosting model}
 \usage{
-\S4method{predict}{xgb.Booster}(object, newdata, outputmargin = FALSE,
-  ntreelimit = NULL)
+\S4method{predict}{xgb.Booster}(object, newdata, missing = NULL,
+  outputmargin = FALSE, ntreelimit = NULL)
 }
 \arguments{
 \item{object}{Object of class "xgb.Boost"}
diff --git a/R-package/man/setinfo.Rd b/R-package/man/setinfo.Rd
index 7ea992110..4ed262b46 100644
--- a/R-package/man/setinfo.Rd
+++ b/R-package/man/setinfo.Rd
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.1): do not edit by hand
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/setinfo.xgb.DMatrix.R
 \docType{methods}
 \name{setinfo}
 \alias{setinfo}
@@ -12,11 +13,11 @@ setinfo(object, ...)
 \arguments{
 \item{object}{Object of class "xgb.DMatrix"}
 
+\item{...}{other parameters}
+
 \item{name}{the name of the field to get}
 
 \item{info}{the specific field of information to set}
-
-\item{...}{other parameters}
 }
 \description{
 Set information of an xgb.DMatrix object
diff --git a/R-package/man/slice.Rd b/R-package/man/slice.Rd
index a749aa8ff..a7812e886 100644
--- a/R-package/man/slice.Rd
+++ b/R-package/man/slice.Rd
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.1): do not edit by hand
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/slice.xgb.DMatrix.R
 \docType{methods}
 \name{slice}
 \alias{slice}
@@ -13,9 +14,9 @@ slice(object, ...)
 \arguments{
 \item{object}{Object of class "xgb.DMatrix"}
 
-\item{idxset}{a integer vector of indices of rows needed}
-
 \item{...}{other parameters}
+
+\item{idxset}{a integer vector of indices of rows needed}
 }
 \description{
 Get a new DMatrix containing the specified rows of
diff --git a/R-package/man/xgb.DMatrix.Rd b/R-package/man/xgb.DMatrix.Rd
index 227fb515f..86000220f 100644
--- a/R-package/man/xgb.DMatrix.Rd
+++ b/R-package/man/xgb.DMatrix.Rd
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.1): do not edit by hand
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/xgb.DMatrix.R
 \name{xgb.DMatrix}
 \alias{xgb.DMatrix}
 \title{Contruct xgb.DMatrix object}
diff --git a/R-package/man/xgb.DMatrix.save.Rd b/R-package/man/xgb.DMatrix.save.Rd
index 803de912b..6bbc277b3 100644
--- a/R-package/man/xgb.DMatrix.save.Rd
+++ b/R-package/man/xgb.DMatrix.save.Rd
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.1): do not edit by hand
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/xgb.DMatrix.save.R
 \name{xgb.DMatrix.save}
 \alias{xgb.DMatrix.save}
 \title{Save xgb.DMatrix object to binary file}
diff --git a/R-package/man/xgb.cv.Rd b/R-package/man/xgb.cv.Rd
index 050d8c4f8..b9c600c0e 100644
--- a/R-package/man/xgb.cv.Rd
+++ b/R-package/man/xgb.cv.Rd
@@ -1,10 +1,12 @@
-% Generated by roxygen2 (4.0.1): do not edit by hand
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/xgb.cv.R
 \name{xgb.cv}
 \alias{xgb.cv}
 \title{Cross Validation}
 \usage{
-xgb.cv(params = list(), data, nrounds, nfold, label = NULL, showsd = TRUE,
-  metrics = list(), obj = NULL, feval = NULL, ...)
+xgb.cv(params = list(), data, nrounds, nfold, label = NULL,
+  missing = NULL, showsd = TRUE, metrics = list(), obj = NULL,
+  feval = NULL, ...)
 }
 \arguments{
 \item{params}{the list of parameters. Commonly used ones are:
diff --git a/R-package/man/xgb.dump.Rd b/R-package/man/xgb.dump.Rd
index 9571855ff..9be2696b9 100644
--- a/R-package/man/xgb.dump.Rd
+++ b/R-package/man/xgb.dump.Rd
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.1): do not edit by hand
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/xgb.dump.R
 \name{xgb.dump}
 \alias{xgb.dump}
 \title{Save xgboost model to text file}
diff --git a/R-package/man/xgb.importance.Rd b/R-package/man/xgb.importance.Rd
new file mode 100644
index 000000000..9609fe82f
--- /dev/null
+++ b/R-package/man/xgb.importance.Rd
@@ -0,0 +1,33 @@
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/xgb.importance.R
+\name{xgb.importance}
+\alias{xgb.importance}
+\title{Show importance of features in a model}
+\usage{
+xgb.importance(feature_names, filename_dump)
+}
+\arguments{
+\item{feature_names}{names of each feature as a character vector. Can be extracted from a sparse matrix.}
+
+\item{filename_dump}{the name of the text file.}
+}
+\description{
+Read a xgboost model in text file format. Return a data.table of the features with their weight.
+}
+\examples{
+data(agaricus.train, package='xgboost')
+data(agaricus.test, package='xgboost')
+
+#Both dataset are list with two items, a sparse matrix and labels (outcome column which will be learned).
+#Each column of the sparse Matrix is a feature in one hot encoding format.
+train <- agaricus.train
+test <- agaricus.test
+
+bst <- xgboost(data = train$data, label = train$label, max.depth = 2,
+               eta = 1, nround = 2,objective = "binary:logistic")
+xgb.dump(bst, 'xgb.model.dump')
+
+#agaricus.test$data@Dimnames[[2]] represents the column name of the sparse matrix.
+xgb.importance(agaricus.test$data@Dimnames[[2]], 'xgb.model.dump')
+}
+
diff --git a/R-package/man/xgb.load.Rd b/R-package/man/xgb.load.Rd
index d2c5d94b6..433b38c79 100644
--- a/R-package/man/xgb.load.Rd
+++ b/R-package/man/xgb.load.Rd
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.1): do not edit by hand
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/xgb.load.R
 \name{xgb.load}
 \alias{xgb.load}
 \title{Load xgboost model from binary file}
diff --git a/R-package/man/xgb.save.Rd b/R-package/man/xgb.save.Rd
index 0ccdf13da..ded444446 100644
--- a/R-package/man/xgb.save.Rd
+++ b/R-package/man/xgb.save.Rd
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.1): do not edit by hand
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/xgb.save.R
 \name{xgb.save}
 \alias{xgb.save}
 \title{Save xgboost model to binary file}
diff --git a/R-package/man/xgb.train.Rd b/R-package/man/xgb.train.Rd
index a05e2eeb9..58ef94135 100644
--- a/R-package/man/xgb.train.Rd
+++ b/R-package/man/xgb.train.Rd
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.1): do not edit by hand
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/xgb.train.R
 \name{xgb.train}
 \alias{xgb.train}
 \title{eXtreme Gradient Boosting Training}
diff --git a/R-package/man/xgboost.Rd b/R-package/man/xgboost.Rd
index d5abe927d..d85ee6d4a 100644
--- a/R-package/man/xgboost.Rd
+++ b/R-package/man/xgboost.Rd
@@ -1,10 +1,11 @@
-% Generated by roxygen2 (4.0.1): do not edit by hand
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/xgboost.R
 \name{xgboost}
 \alias{xgboost}
 \title{eXtreme Gradient Boosting (Tree) library}
 \usage{
-xgboost(data = NULL, label = NULL, params = list(), nrounds,
-  verbose = 1, ...)
+xgboost(data = NULL, label = NULL, missing = NULL, params = list(),
+  nrounds, verbose = 1, ...)
 }
 \arguments{
 \item{data}{takes \code{matrix}, \code{dgCMatrix}, local data file or