feature.test: Weighted Permutation Test for Difference of Means

In shapley: Weighted Mean SHAP and CI for Robust Feature Assessment in ML Grid

Weighted Permutation Test for Difference of Means

Description

This function performs a weighted permutation test to determine if there is a significant difference between the means of two weighted numeric vectors. It tests the null hypothesis that the difference in means is zero against the alternative that it is not zero.

Usage

feature.test(var1, var2, weights, n = 2000)

Arguments

var1	A numeric vector.
var2	A numeric vector of the same length as var1.
weights	A numeric vector of weights, assumed to be the same for both var1 and var2.
n	The number of permutations to perform (default is 2000).

Value

A list containing the observed difference in means and the p-value of the test.

shapley documentation built on April 12, 2025, 2:16 a.m.