hidimstat.permutation_test

hidimstat.permutation_test(X, y, estimator, n_permutations=1000, seed=0, n_jobs=None, verbose=0)

Permutation test

This function compute the distribution of the weights of a linear model by shuffling the target Hirschhorn and Daly[1].

Parameters:
Xndarray, shape (n_samples, n_features)

Data.

yndarray, shape (n_samples,)

Target.

estimatorobject LinearModel

The linear model used to fit the data.

n_permutationsint, optional (default=1000)

Number of permutations used to compute the survival function and cumulative distribution function scores.

seedint, optional (default=0)

Determines the permutations used for shuffling the target

n_jobsint or None, optional (default=None)

Number of CPUs to use during the cross validation.

verboseint, optional (default=0)

The verbosity level of the joblib.Parallel.

Returns:
weightsndarray, shape (n_features,)

The weights of the original model.

weights_distributionndarray, shape (n_permutations, n_features)

The distribution of the weights of the model obtained by shuffling the target n_permutations times.

References