var_direction function

Variable directionality

Determines directionality of final predictors for binary or regression models, using the sign of the t-statistic or correlation coefficient respectively for each variable compared to the outcomes.

var_direction(object)

Arguments

• object: a nestcv.glmnet or nestcv.train fitted model

Returns

named vector showing the directionality of final predictors. If the response vector is multinomial NULL is returned.

Details

Categorical features with >2 levels are assumed to have a meaningful order for the purposes of directionality. Factors are coerced to ordinal using data.matrix(). If factors are multiclass then directionality results should be ignored.