Pearson's Chi-squared test for tidyfit

Calculates Pearson's Chi-squared test on a 'tidyFit' R6 class. The function can be used with classify.

Usage

# S3 method for class 'chisq'
.fit(self, data = NULL)

Arguments

self: a 'tidyFit' R6 class.
data: a data frame, data frame extension (e.g. a tibble), or a lazy data frame (e.g. from dbplyr or dtplyr).

Value

A fitted 'tidyFit' class model.

Details

Hyperparameters:

None. Cross validation not applicable.

Important method arguments (passed to m)

The function provides a wrapper for stats::chisq.test. See ?chisq.test for more details.

Implementation

Results can be viewed using coef.

Author

Johann Pfitzinger

Examples

# Load data
data <- tidyfit::Factor_Industry_Returns
data <- dplyr::mutate_at(data, dplyr::vars(-Date, -Industry), dplyr::ntile, n = 10)

# Within 'classify' function
fit <- classify(data, Return ~ ., m("chisq"), .mask = c("Date", "Industry"))
tidyr::unnest(coef(fit), model_info)
#> # A tibble: 6 × 7
#> # Groups:   model [1]
#>   model term   estimate statistic   p.value parameter method              
#>   <chr> <chr>  <lgl>        <dbl>     <dbl>     <int> <chr>               
#> 1 chisq Mkt-RF NA           8066. 0                81 Pearson's Chi-squar…
#> 2 chisq SMB    NA            744. 8.35e-108        81 Pearson's Chi-squar…
#> 3 chisq HML    NA            654. 1.87e- 90        81 Pearson's Chi-squar…
#> 4 chisq RMW    NA            395. 6.68e- 43        81 Pearson's Chi-squar…
#> 5 chisq CMA    NA            727. 1.65e-104        81 Pearson's Chi-squar…
#> 6 chisq RF     NA            336. 8.84e- 33        81 Pearson's Chi-squar…

Pearson's Chi-squared test for `tidyfit`