.test {cornet} | R Documentation |
Single-split test
Description
Compares models for a continuous response with a cut-off value.
Usage
.test(y, cutoff, X, alpha = 1, type.measure = "deviance")
Arguments
y |
continuous outcome:
vector of length |
cutoff |
cut-off point for dichotomising outcome into classes:
meaningful value between |
X |
features:
numeric matrix with |
alpha |
elastic net mixing parameter:
numeric between |
type.measure |
loss function for binary classification:
character |
Details
Splits samples into 80
percent for training
and 20
percent for testing,
calculates squared deviance residuals of logistic and combined regression,
conducts the paired one-sided Wilcoxon signed rank test,
and returns the p
-value.
For the multi-split test,
use the median p
-value from 50
single-split tests
(van de Wiel 2009).
Examples
n <- 100; p <- 200
y <- rnorm(n)
X <- matrix(rnorm(n*p),nrow=n,ncol=p)
cornet:::.test(y=y,cutoff=0,X=X)