wilcoxon_filter: Wilcoxon test filter

View source: R/filters.R

wilcoxon_filterR Documentation

Wilcoxon test filter

Description

Simple univariate filter using Wilcoxon (Mann-Whitney) test using the matrixTests package.

Usage

wilcoxon_filter(
  y,
  x,
  force_vars = NULL,
  nfilter = NULL,
  p_cutoff = 0.05,
  rsq_cutoff = NULL,
  type = c("index", "names", "full"),
  exact = FALSE,
  ...
)

Arguments

y

Response vector

x

Matrix of predictors

force_vars

Vector of column names within x which are always retained in the model (i.e. not filtered). Default NULL means all predictors will be passed to filterFUN.

nfilter

Number of predictors to return. If NULL all predictors with p values < p_cutoff are returned.

p_cutoff

p value cut-off

rsq_cutoff

r^2 cutoff for removing predictors due to collinearity. Default NULL means no collinearity filtering. Predictors are ranked based on Wilcoxon test. If 2 or more predictors are collinear, the first ranked predictor by Wilcoxon test is retained, while the other collinear predictors are removed. See collinear().

type

Type of vector returned. Default "index" returns indices, "names" returns predictor names, "full" returns a matrix of p-values.

exact

Logical whether exact or approximate p-value is calculated. Default is FALSE for speed.

...

Further arguments passed to matrixTests::row_wilcoxon_twosample

Value

Integer vector of indices of filtered parameters (type = "index") or character vector of names (type = "names") of filtered parameters. If type is "full" full output from matrixTests::row_wilcoxon_twosample is returned.


nestedcv documentation built on Oct. 23, 2022, 5:06 p.m.