filter.predictors: Filtering of predictors

View source: R/filtering.R

filter.predictorsR Documentation

Filtering of predictors

Description

Filter the predictors, retaining only the top n.

Usage

filter.predictors(x, y, n, ignore = NULL)

Arguments

x

Design matrix.

y

Outcome variable.

n

Number of variables to retain.

ignore

Names of variables that should be ignored by the filter.

Details

This performs a univariate test of association of each predictor (not listed in ignore) with the outcome, and retains the top n variables with smallest p-value according to a Kolmogorov-Smirnov test.

Value

An array of indices of variables that are retained by the filter.


nestfs documentation built on Dec. 28, 2022, 1:27 a.m.