I am very confused by the f_classif function using feature.selection.f_classif()

The function under the User Guide says that it can be used for classification 
tasks and under the documentation it claims to use ANOVA. However, ANOVA takes 
a categorical input and continuous output. Why can we provide it with a 
continuous input and categorical output here?

Also looking at the source code, there are warnings for not using ANOVA if your 
feature is not normally distributed. I think these should be more visible to 
warn the unaware before they start using this method for feature analysis.

Thank you in advance for any help and explanations that can be provided about 
why f_classif can be used with categorical outputs.

Trenton

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