S = gamboostpairs (X, R) lays the residuals R of a fitted additive model on the coarse grid of each pair of columns of X and returns the two-way analysis of variance $F$ ratio testing what only the cells explain. It is used to rank candidate interactions for ClassificationGAM and RegressionGAM, and it is not meant to be called directly.

The $p$-values are deliberately not computed here. Turning $F$ into a probability needs fcdf, which the package already ships and which is verified against MATLAB, so the caller applies it rather than a second implementation being carried in the compiled engine. Which pairs to keep is policy and belongs beside that.

• X is an $NxP$ numeric matrix of predictors, and P must be at least 2 for any pair to exist.
• R is the $Nx1$ residual vector of the additive fit.

S is a structure with the following fields, one row per pair, ordered as nchoosek orders them.

• Pairs, the $Mx2$ matrix of predictor index pairs.
• F, the $Mx1$ vector of $F$ ratios. A pair with too few observations, no spare degrees of freedom or no within-cell scatter scores 0.
• DF1 and DF2, the $Mx1$ numerator and denominator degrees of freedom.
• BinEdges, a $1xP$ cell of the coarse cut points each predictor was laid on. The grid is fixed at eight equal-frequency bins, which is what MATLAB reports for pair detection at every sample size.

See also: gamboosttrain, gamboostpredict, fcdf, ClassificationGAM

Source Code: gamboostpairs