welch.tests: Many Welch tests.

In Rfast2: A Collection of Efficient and Extremely Fast R Functions II

Many Welch tests.

Description

Many Welch tests.

Usage

welch.tests(y, x, logged = FALSE, parallel = FALSE)

Arguments

y	The dependent variable, a numerical vector.
x	A matrix with the indendent variables. They must be integer valued data starting from 1, not 0 and be consecutive numbers. Instead of a data.frame with factor variables, the user must use a matrix with integers.
logged	Should the p-values be returned (FALSE) or their logarithm (TRUE)?
parallel	If you want to run the function in parallel set this equal to TRUE.

Details

For each categorical predictor variable, a Welch test is performed. This is useful in feature selection algorithms, to determine for which variable, the means of the dependent variable differ across the different values.

Value

A two-column matrix with the test statistics (F test statistic) and their associated p-values (or their logarithm).

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail].

References

B.L. Welch (1951). On the comparison of several mean values: an alternative approach. Biometrika, 38(3/4), 330-336.

See Also

sp.logiregs, pc.sel

Examples

y <- rnorm(200)
x <- matrix(rbinom(200 * 50, 2, 0.5), ncol = 50) + 1
a <- welch.tests(y, x)

Rfast2 documentation built on Aug. 8, 2023, 1:11 a.m.