.test | R Documentation |
Compares models for a continuous response with a cut-off value.
.test(y, cutoff, X, alpha = 1, type.measure = "deviance")
y |
continuous outcome: vector of length n |
cutoff |
cut-off point for dichotomising outcome into classes:
meaningful value between |
X |
features: numeric matrix with n rows (samples) and p columns (variables) |
alpha |
elastic net mixing parameter: numeric between 0 (ridge) and 1 (lasso) |
type.measure |
loss function for binary classification:
character |
Splits samples into 80 percent for training and 20 percent for testing, calculates squared deviance residuals of logistic and combined regression, conducts the paired one-sided Wilcoxon signed rank test, and returns the p-value. For the multi-split test, use the median p-value from 50 single-split tests (van de Wiel 2009).
n <- 100; p <- 200 y <- rnorm(n) X <- matrix(rnorm(n*p),nrow=n,ncol=p) cornet:::.test(y=y,cutoff=0,X=X)
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