var_direction {nestedcv}

Variable directionality

Description

Determines directionality of final predictors for binary or regression models, using the sign of the t-statistic or correlation coefficient respectively for each variable compared to the outcomes.

Usage

var_direction(object)

Arguments

object

a nestcv.glmnet or nestcv.train fitted model

Details

Categorical features with >2 levels are assumed to have a meaningful order for the purposes of directionality. Factors are coerced to ordinal using data.matrix(). If factors are multiclass then directionality results should be ignored.

Value

named vector showing the directionality of final predictors. If the response vector is multinomial NULL is returned.