Used as a subroutine in InvariantTargetPrediction
to test
whether out-of-sample performance is better when using X and E as predictors for Y,
compared to using X only.
wilcoxTestTargetY(Y, predictedOnlyX, predictedXE, verbose, ...)
An n-dimensional vector.
Predictions for Y based on predictors in X only.
Predictions for Y based on predictors in X and E.
Set to TRUE
if output should be printed.
Argument to allow for coherent interface of fTestTargetY and wilcoxTestTargetY.
A list with the p-value for the test.