BivariateAssoc: Bivariate association measures for supervised learning tasks.
Description
Computes bivariate association measures between a response and predictor variables (and, optionnaly, between every pairs of predictor variables.)
Usage
BivariateAssoc(Y, X, xx = TRUE)
Value
A list of the following items :
YX
: a table with the association measures between the response and predictor variables
XX
: a table with the association measures between every couples of predictor variables
In each table :
measure
: name of the "standard" association measure
assoc
: value of the "standard" association measure
p.value
: p-value from the permutation test
criterion
: p-value from the permutation test transformed as -log(1-p), which serves to sort rows
Arguments
Y
the response variable
X
the predictor variables
xx
whether the association measures should be computed for couples of predictor variables (default) or not. With a lot of predictors, consider setting xx to FALSE (for reasons of computation time).
Author
Nicolas Robette
Details
For each pair of variable, a permutation test is computed, following the framework used in conditional inference trees to choose a splitting variable. This test produces a p-value, transformed as -log(1-p) for reasons of comparison stability. The function also computes a "standard" association measure : kenddal's tau correlation for pairs of numeric variables, Cramer's V for pairs of factors and eta-squared for pairs numeric-factor.
References
Hothorn T, Hornik K, Van De Wiel MA, Zeileis A. "A lego system for conditional inference". The American Statistician. 60:257–263, 2006.
Hothorn T, Hornik K, Zeileis A. "Unbiased Recursive Partitioning: A Conditional Inference Framework". Journal of Computational and Graphical Statistics, 15(3):651-674, 2006.