Variable selection for MutualForestImpact.

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.