Variable selection for Mutual Impurity Reduction.

Variable selection for Mutual Impurity Reduction.

Usage

MutualImpurityReductionVariableSelection(
  MIR,
  p.threshold = 0.01,
  method = c("Janitza", "Permutation"),
  permutation.num = 100,
  permutation.MeanAdjustedAgreement = NULL
)

Arguments

MIR

[MutualImpurityReduction()] object.

p.threshold

(Default = 0.01) P-value threshold

method

The method to use. One of: `"Janitza"` or `"Permutation"`.

permutation.num

If method is `"Permutation"`: Number of AIR permutations to determine p-value. (Default: 100)

permutation.MeanAdjustedAgreement

If method is `"Permutation"` and `MIR` used a [MeanAdjustedAgreement()] object: A [MeanAdjustedAgreement()] created with a `permutate = TRUE` [RandomForestSurrogates()] object.

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.