Variable selection for MutualForestImpact. — MutualForestImpactVariableSelection • RFSurrogates

Variable selection for MutualForestImpact.

Usage

MutualForestImpactVariableSelection(
  MFI,
  variables,
  candidates,
  p.threshold = 0.01,
  method = c("Janitza", "Permutation")
)

Arguments

MFI: MutualForestImpact() object.
variables: Vector of variable names for which related variables should be searched.
candidates: Vector of variable names that are candidates to be related to the variables.
p.threshold: (Default = 0.01) P-value threshold
method: The method to use. One of: "Janitza" or "Permutation".

Value

A list:

method: The method used.
selected: A list of vectors containing selected candidates for each investigated variable.
p.values: A list of numeric vectors containing p-values for each candidate's relation to each investigated variable.