filter.predictors {nestfs} | R Documentation |
Filtering of predictors
Description
Filter the predictors, retaining only the top n
.
Usage
filter.predictors(x, y, n, ignore = NULL)
Arguments
x |
Design matrix. |
y |
Outcome variable. |
n |
Number of variables to retain. |
ignore |
Names of variables that should be ignored by the filter. |
Details
This performs a univariate test of association of each predictor (not listed
in ignore
) with the outcome, and retains the top n
variables
with smallest p-value according to a Kolmogorov-Smirnov test.
Value
An array of indices of variables that are retained by the filter.
[Package nestfs version 1.0.3 Index]