This learner provides covariate screening procedures by running a test of correlation (Pearson default) with the cor.test function, and then selecting the (1) top ranked variables (default), or (2) the variables with a pvalue lower than some pre-specified threshold.

Format

R6Class object.

Value

Learner object with methods for training and prediction. See Lrnr_base for documentation on learners.

Parameters

method = 'pearson'

Correlation coefficient used for test.

type = c('rank', 'threshold')

Screen covariates by (1) rank (default), which chooses the top num_screen correlated covariates; or (2) threshold, which chooses covariates with a correlation- test- based pvalue lower the threshold and a minimum of min_screen covariates.

num_screen = 5

Number of covariates to select.

pvalue_threshold = 0.1

Maximum p-value threshold. Covariates with a pvalue lower than this threshold will be retained, and at least min_screen most significant covariates will be selected.

min_screen = 2

Minimum number of covariates to select. Used in pvalue_threshold screening procedure.