boot_filter: Bootstrap for filter functions

In nestedcv: Nested Cross-Validation with 'glmnet' and 'caret'

Bootstrap for filter functions

Description

Randomly samples predictors and averages the ranking to give an ensemble measure of predictor variable importance.

Usage

boot_filter(y, x, filterFUN, B = 50, nfilter = NULL, type = "index", ...)

Arguments

y	Response vector
x	Matrix of predictors
filterFUN	Filter function, e.g. ttest_filter().
B	Number of times to bootstrap
nfilter	Number of predictors to return
type	Type of vector returned. Default "index" returns indices, "full" returns full output.
...	Optional arguments passed to the function specified by filterFUN

Value

Integer vector of indices of filtered parameters (type = "index") or if type = "full" a matrix of rankings from each bootstrap is returned.

See Also

boot_ttest()

nestedcv documentation built on Oct. 26, 2023, 5:08 p.m.