deCorr: De-correlating variables

Description Usage Arguments Value

View source: R/deCorr.R

Description

Divide the highly correlated variables into exclusive groups

Usage

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

Arguments

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

Value

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


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