pPerm: Calculate permutation p-value Calculate perutation p-value of...

In MUVR2: Multivariate Methods with Unbiased Variable Selection

Calculate permutation p-value Calculate perutation p-value of actual model performance vs null hypothesis distribution. 'pPerm' will calculate the cumulative (1-tailed) probability of 'actual' belonging to 'permutation_distribution'. 'side' is guessed by actual value compared to median(permutation_distribution). Test is performed on original data OR ranked for non-parametric statistics.

Description

Calculate permutation p-value Calculate perutation p-value of actual model performance vs null hypothesis distribution. 'pPerm' will calculate the cumulative (1-tailed) probability of 'actual' belonging to 'permutation_distribution'. 'side' is guessed by actual value compared to median(permutation_distribution). Test is performed on original data OR ranked for non-parametric statistics.

Usage

pPerm(
  actual,
  permutation_distribution,
  side = c("smaller", "greater"),
  type = "t",
  extend = 0.1
)

Arguments

actual	Actual model performance (e.g. misclassifications or Q2)
permutation_distribution	Null hypothesis distribution from permutation test (same metric as 'actual')
side	Smaller or greater than (automatically guessed if omitted) (Q2 and AUC is a "greater than" test, whereas misclassifications is "smaller than")
type	one of ('t','non',"smooth","ecdf","rank")
extend	extend how much it extend

Value

p-value

Examples

data("freelive2")
actual <- sample(YR2, 1)
permutation_distribution <- YR2
pPerm(actual, permutation_distribution)

MUVR2 documentation built on Sept. 16, 2024, 9:06 a.m.