get_correlation_group: get_correlation_group

Description Usage Arguments Value Examples

View source: R/variable_selection.R

Description

get_correlation_group is funtion for obtaining highly correlated variable groups. select_cor_group is funtion for selecting highly correlated variable group. select_cor_list is funtion for selecting highly correlated variable list.

Usage

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get_correlation_group(cor_mat, p = 0.8)

select_cor_group(cor_vars)

select_cor_list(cor_vars_list)

Arguments

cor_mat

A correlation matrix of independent variables.

p

Threshold of correlation between features. Default is 0.7.

cor_vars

Correlated variables.

cor_vars_list

List of correlated variable

Value

A list of selected variables.

Examples

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## Not run: 
cor_mat = cor(UCICreditCard[8:20],
use = "complete.obs", method = "spearman")
get_correlation_group(cor_mat, p = 0.6 )

## End(Not run)

creditmodel documentation built on Jan. 25, 2021, 5:08 p.m.