selFWER {MLGL}

Selection from hierarchical testing with FWER control

Description

Select groups from hierarchical testing procedure with FWER control (hierarchicalFWER)

Usage

selFWER(out, alpha = 0.05)

Arguments

out

output of hierarchicalFWER function

alpha

control level for test

Details

Only outer nodes (rejected groups without rejected children) are returned as TRUE.

Value

a list containing:

toSel

vector of boolean. TRUE if the group is selected

groupId

Names of groups

References

Meinshausen, Nicolai. "Hierarchical Testing of Variable Importance." Biometrika 95.2 (2008): 265-78.

See Also

hierarchicalFWER

Examples

set.seed(42)
X <- simuBlockGaussian(50, 12, 5, 0.7)
y <- X[, c(2, 7, 12)] %*% c(2, 2, -2) + rnorm(50, 0, 0.5)
res <- MLGL(X, y)
test <- hierarchicalFWER(X, y, res$group[[20]], res$var[[20]])
sel <- selFWER(test, alpha = 0.05)