deCorr: De-correlating variables
In RAEN: Random Approximate Elastic Net (RAEN) Variable Selection Method

Divide the highly correlated variables into exclusive groups

1	deCorr(x, rho = 0.7, ngrp = floor(15 * ncol(x)/nrow(x)))

`x`	the predictor matrix
`rho`	the preset correlation threshold. Variables with correlation higher than rho will be separate into exclusive groups. Default is set to 0.7
`ngrp`	the number of blocks to separate variables

a dataframe of variable names 'varname' and the variable subgroup membership 'grp'

RAEN documentation built on Feb. 22, 2021, 9:07 a.m.

RAEN index

Note that we can't provide technical support on individual packages. You should contact the package authors for that.

Description