Description Usage Arguments Details Value References See Also Examples
View source: R/hierarchicalFWER.R
Apply hierarchical test for each hierarchy, and test external variables for FWER control at level alpha
1 | hierarchicalFWER(X, y, group, var, test = partialFtest, Shaffer = FALSE)
|
X |
original data |
y |
associated response |
group |
vector with index of groups. group[i] contains the index of the group of the variable var[i]. |
var |
vector whith the variables contained in each group. group[i] contains the index of the group of the variable var[i]. |
test |
function for testing the nullity of a group of coefficients in linear regression. 3 parameters : X : design matrix, y response and varToTest : vector of variables to test; return a pvalue |
Shaffer |
boolean, if TRUE, a shaffer correction is performed |
Version of the hierarchical testing procedure of Meinshausen for HCgglasso output. You can use th selFWER function to select groups at a desired level alph
a list containing :
pvalues of the different test (without correction)
adjusted pvalues
Index of the group
Matrix describing the hierarchical tree.
Meinshausen, Nicolai. "Hierarchical Testing of Variable Importance." Biometrika 95.2 (2008): 265-78.
selFWER, hierarchicalFDR
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