Randomly samples predictors and averages the ranking from filtering functions including ttest_filter(), wilcoxon_filter(), anova_filter(), correl_filter() and lm_filter() to give an ensemble measure of best predictors by repeated random sampling subjected to a statistical test.
boot_ttest(y, x, B =50,...)boot_wilcoxon(y, x, B =50,...)boot_anova(y, x, B =50,...)boot_correl(y, x, B =50,...)boot_lm(y, x, B =50,...)
Arguments
y: Response vector
x: Matrix of predictors
B: Number of times to bootstrap
...: Optional arguments passed to the filter function
Returns
Integer vector of indices of filtered parameters (type = "index"), or if type = "full", a matrix of rankings from each bootstrap is returned.
See Also
ttest_filter(), wilcoxon_filter(), anova_filter(), correl_filter(), lm_filter() and boot_filter()