interact  R Documentation 
interact
calculates test statistics for assessing the strength of
interactions between a set of userspecified input variable(s), and all
other input variables.
interact( object, varnames = NULL, penalty.par.val = "lambda.1se", gamma = NULL, nullmods = NULL, quantprobs = c(0.05, 0.95), plot = TRUE, col = c("darkgrey", "lightgrey"), ylab = "Interaction strength", main = "Interaction test statistics", se.linewidth = 0.05, legend.text = c("observed", "null model median"), parallel = FALSE, k = 10, verbose = FALSE, ... )
object 
an object of class 
varnames 
character vector. Names of variables for which interaction
statistics should be calculated. If 
penalty.par.val 
character or numeric. Value of the penalty parameter
λ to be employed for selecting the final ensemble. The default

gamma 
Mixing parameter for relaxed fits. See

nullmods 
object with bootstrapped null interaction models, resulting
from application of 
quantprobs 
numeric vector of length two. Probabilities that should be
used for plotting the range of bootstrapped null interaction model statistics.
Only used when 
plot 
logical. Should interaction statistics be plotted? 
col 
character vector of length one or two. The first value specifies
the color to be used for plotting the interaction statistic from the training
data, the second color is used for plotting the interaction statistic from
the bootstrapped null interaction models. Only used when 
ylab 
character string. Label to be used for plotting yaxis. 
main 
character. Main title for the bar plot. 
se.linewidth 
numeric. Width of the whiskers of the plotted standard error bars (in inches). 
legend.text 
character vector of length two to be used for plotting
the legend. Only used when 
parallel 
logical. Should parallel foreach be used? Must register parallel beforehand, such as doMC or others. 
k 
integer. Calculating interaction test statistics is computationally intensive, so calculations are split up in several parts to prevent memory allocation errors. If a memory allocation error still occurs, increase k. 
verbose 
logical. Should progress information be printed to the command line? 
... 
Further arguments to be passed to 
Can be computationally intensive, especially when nullmods is
specified, in which case setting parallel = TRUE
may improve speed.
Function interact()
returns and plots interaction statistics
for the specified predictor variables. If nullmods is not specified, it
returns and plots only the interaction test statistics for the specified
fitted prediction rule ensemble. If nullmods is specified, the function
returns a list, with elements $fittedH2
, containing the interaction
statistics of the fitted ensemble, and $nullH2
, which contains the
interaction test statistics for each of the bootstrapped null interaction
models.
If plot = TRUE
(the default), a barplot is created with the
interaction test statistic from the fitted prediction rule ensemble. If
nullmods
is specified, bars representing the median of the
distribution of interaction test statistics of the bootstrapped null
interaction models are plotted. In addition, error bars representing the
quantiles of the distribution (their value specified by the quantprobs
argument) are plotted. These allow for testing the null hypothesis of no
interaction effect for each of the input variables.
Note that the error rates of null hypothesis tests of interaction effects
have not yet been studied in detail, but results are likely to get more
reliable when the number of bootstrapped null interaction models is larger.
The default of the bsnullinteract
function is to generate 10
bootstrapped null interaction datasets, to yield shorter computation times.
To obtain a more reliable result, however, users are advised to
set the nsamp
argument ≥ 100.
See also section 8 of Friedman & Popescu (2008).
Fokkema, M. (2020). Fitting prediction rule ensembles with R package pre. Journal of Statistical Software, 92(12), 130. doi: 10.18637/jss.v092.i12
Friedman, J. H., & Popescu, B. E. (2008). Predictive learning via rule ensembles. The Annals of Applied Statistics, 2(3), 916954, doi: 10.1214/07AOAS148.
pre
, bsnullinteract
set.seed(42) airq.ens < pre(Ozone ~ ., data=airquality[complete.cases(airquality),]) interact(airq.ens, c("Temp", "Wind", "Solar.R"))
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