Ancillary functions for univariate feature selection
caretSBFanovaScores(x, y)
gamScores(x, y)
a matrix or data frame of numeric predictors
a numeric or factor vector of outcomes
An object of class list
of length 5.
More details on these functions can be found at http://topepo.github.io/caret/feature-selection-using-univariate-filters.html.
This page documents the functions that are used in selection by filtering
(SBF). The functions described here are passed to the algorithm via the
functions
argument of sbfControl
.
See sbfControl
for details on how these functions should be
defined.
anovaScores
and gamScores
are two examples of univariate
filtering functions. anovaScores
fits a simple linear model between a
single feature and the outcome, then the p-value for the whole model F-test
is returned. gamScores
fits a generalized additive model between a
single predictor and the outcome using a smoothing spline basis function. A
p-value is generated using the whole model test from
summary.gam
and is returned.
If a particular model fails for lm
or gam
, a p-value of 1 is
returned.