p value for whether one feature affects performance.
1 | compare_multi_features(rdata, one_metric, selected_features, save_dir)
|
rdata |
the input dataframe |
one_metric |
metric for performance, must be a continuous variable |
selected_features |
a vector of features to compare. If a feature is categorical, Wilcoxon rank sum test will be carried out. If it is continuous, the R2 correlation will be computed |
save_dir |
which directory to save the results as a text file |
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