[R] Cforest mincriterion

[Achim Zeileis]

On Tue, 27 Jul 2010, Matthew OKane wrote:

> Hi,
>
> Could anyone help me understand how the mincriterion threshold works in
> ctree and cforest of the party package?  I've seen examples which state that
> to satisfy the p < 0.05 condition before splitting I should use mincriterion
> = 0.95 while the documentation suggests I should use mincriterion =
> qnorm(0.95) which would obviously feed the function a different value.

It depends on what the "testtype" is, which controls the criterion which 
is computed. For "Bonferroni"/"MonteCarlo"/"Univariate" the criterion is
   1-pvalue
while for "Teststatistic" it is a type of
   z-statistic

In the former case (default in ctree), a mincriterion of 0.95 or 0.99 etc 
is intuitive. In the latter case (default in cforest), a mincriterion of 
qnorm(0.9) or qnorm(0.95) etc. is natural.

hth,
Z

> Thanks in advance,
> Matthew
>
> 	[[alternative HTML version deleted]]
>
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