.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 nn

cutoff

cut-off point for dichotomising outcome into classes: meaningful value between min(y) and max(y)

X

features: numeric matrix with nn rows (samples) and pp columns (variables)

alpha

elastic net mixing parameter: numeric between 00 (ridge) and 11 (lasso)

type.measure

loss function for binary classification: character "deviance", "mse", "mae", or "class" (see cv.glmnet)

Details

Splits samples into 8080 percent for training and 2020 percent for testing, calculates squared deviance residuals of logistic and combined regression, conducts the paired one-sided Wilcoxon signed rank test, and returns the pp-value. For the multi-split test, use the median pp-value from 5050 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)


[Package cornet version 0.0.9 Index]