get_correlation_group: get_correlation_group

In creditmodel: Toolkit for Credit Modeling, Analysis and Visualization

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

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

## 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. 7, 2022, 5:06 p.m.