set.seed(42)
X1 <- rnorm(50)
X2 <- rnorm(50)
X3 <- rnorm(50)
predictors <- paste0("X", 1:3)
df_lm <- data.frame(X1 = X1, X2 = X2, X3 = X3,
X4 = X1 + X2 + X3 + rnorm(50, sd = 0.5),
X5 = X1 + 3 * X3 + rnorm(50, sd = 0.5),
X6 = X2 - 2 * X3 + rnorm(50, sd = 0.5),
X7 = X1 - X2 + rnorm(50, sd = 2),
Y = X1 - X2 + 3 * X3 + rnorm(50))
model <- lm(Y ~ ., data = df_lm)
pvalues <- summary(model)$coefficients[-1, 4]
ebc_AUC(pvalues, predictors, m = 7)
df_measures <- ebc_tidy_by_threshold(pvalues, predictors, m = 7)
ebc_AUC_from_measures(df_measures)
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