| experiment_adaptive_thresholds | R Documentation |
A dataframe summarizing 10,000 experiments validating the adaptive multicollinearity threshold system in collinear(). Each row records input data characteristics and the resulting multicollinearity metrics after filtering.
data(experiment_adaptive_thresholds)
A dataframe with 10,000 rows and 9 variables:
Number of rows in the input data subset.
Number of predictors in the input data subset.
Number of predictors retained after filtering.
75th percentile of pairwise correlations in the input data.
75th percentile of pairwise correlations in the selected predictors.
Maximum pairwise correlation in the input data.
Maximum pairwise correlation in the selected predictors.
Maximum VIF in the input data.
Maximum VIF in the selected predictors.
The source data is a synthetic dataframe with 500 columns and 10,000 rows generated using distantia::zoo_simulate() with correlated time series (independent = FALSE, seasons = 0).
Each iteration randomly subsets 10-100 predictors and 30-100 rows per predictor, then applies collinear() with automatic threshold configuration to assess:
Whether output VIF stays bounded between ~2.5 and ~7.5
How the system adapts to different correlation structures
How predictor retention scales with input size
Other experiments:
experiment_cor_vs_vif,
gam_cor_to_vif,
prediction_cor_to_vif
data(experiment_adaptive_thresholds)
str(experiment_adaptive_thresholds)
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