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.