1
"computeTestPartialRegression" <-
2
function(outSample, inSample, selection, testLevel = 0.95) {
4
# Perform lm on each selection.
5
partialInSample <- inSample[,selection]
6
lmSummary <- summary(lm(outSample ~ partialInSample))
8
# The p-values are accessible via summary()
9
pValues <- lmSummary$coefficients[,4]
10
names(pValues) <- NULL
12
testResult <- ifelse(pValues > 1 - testLevel, 1, 0)
13
names(testResult) <- NULL
15
return(list(test = "Regression",
16
testResult = testResult,
17
threshold = 1 - testLevel,