is.significant {arules}R Documentation

Find Significant Rules

Description

Provides the generic functions and the S4 method is.significant to find significant associations and an implementation for rules.

Usage

is.significant(x, transactions, method = "fisher", 
  alpha = 0.01, adjust = "bonferroni") 

Arguments

x

a set of rules.

transactions

set of transactions used to mine the rules.

method

test to use. Options are "fisher", "chisq". Note that the contingency table is likely to have cells with low expected values and that thus Fisher's Exact Test might be more appropriate than the chi-squared test.

alpha

required significance level.

adjust

method to adjust for multiple comparisons. Options are "none", "bonferroni", "holm", "fdr", etc. (see p.adjust)

Details

The implementation for association rules uses Fisher's exact test with correction for multiple comparisons to test the null hypothesis that the LHS and the RHS of the rule are independent. Significant rules have a p-value less then the specified significance level alpha (the null hypothesis of independence is rejected.).

Value

returns a logical vector indicating which rules are significant.

Author(s)

Michael Hahsler

References

Hahsler, Michael and Kurt Hornik (2007). New probabilistic interest measures for association rules. Intelligent Data Analysis, 11(5):437–455.

See Also

interestMeasure, p.adjust

Examples

data("Income")
rules <- apriori(Income, parameter = list(support = 0.5))
is.significant(rules, Income)

inspect(rules[is.significant(rules, Income)])

[Package arules version 1.7-1 Index]