Compute p-values from information gains and return MDFS
ComputePValue(
IG,
dimensions,
divisions,
response.divisions = 1,
df = NULL,
contrast.mask = NULL,
ig.in.bits = TRUE,
ig.doubled = FALSE,
one.dim.mode = "exp",
irr.vars.num = NULL,
ign.low.ig.vars.num = NULL,
min.irr.vars.num = NULL,
max.ign.low.ig.vars.num = NULL,
search.points = 8,
level = 0.05
)A data.frame with class set to MDFS. Can be coerced back to data.frame using as.data.frame.
The following columns are present:
IG -- information gains (input copy)
chi.squared.p.value -- chi-squared p-values
p.value -- theoretical p-values
Additionally the following attributes are set:
run.params -- run parameters
sq.dev -- vector of square deviations used to estimate the number of irrelevant variables
dist.param -- distribution parameter
err.param -- squared error of the distribution parameter
fit.p.value -- p-value of fit
max conditional information gains
number of dimensions
number of divisions
number of response divisions (i.e. categories-1)
vector of degrees of freedom for each variable (optional)
boolean mask on IG specifying which variables are contrast variables (or NULL if none, otherwise at least 3 variables must be marked)
TRUE if input is in binary log (as opposed to natural log)
TRUE if input is doubled (to follow the chi-squared distribution)
'exp' for exponential distribution, 'lin' for linear function of chi-squared or 'raw' for raw chi-squared
if not NULL, number of irrelevant variables, specified by the user
if not NULL, number of ignored low IG variables, specified by the user
minimum number of irrelevant variables (NULL selects probable optimal number)
maximum number of ignored low IG variables (NULL selects probable optimal number)
number of points in search procedure for the optimal number of ignored variables
acceptable error level of goodness-of-fit one-sample Kolmogorov-Smirnov test (used only for warning)
ComputePValue(madelon$IG.2D, dimensions = 2, divisions = 1)
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