View source: R/hierarchicalFWER.R
selFWER | R Documentation |
Select groups from hierarchical testing procedure with FWER control (hierarchicalFWER)
selFWER(out, alpha = 0.05)
out |
output of hierarchicalFWER function |
alpha |
control level for test |
Only outer nodes (rejected groups without rejected children) are returned as TRUE.
a list containing:
vector of boolean. TRUE if the group is selected
Names of groups
Meinshausen, Nicolai. "Hierarchical Testing of Variable Importance." Biometrika 95.2 (2008): 265-78.
hierarchicalFWER
set.seed(42)
X <- simuBlockGaussian(50, 12, 5, 0.7)
y <- X[, c(2, 7, 12)] %*% c(2, 2, -2) + rnorm(50, 0, 0.5)
res <- MLGL(X, y)
test <- hierarchicalFWER(X, y, res$group[[20]], res$var[[20]])
sel <- selFWER(test, alpha = 0.05)
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