high_cor_selector: Compare the two highly correlated variables

In creditmodel: Toolkit for Credit Modeling, Analysis and Visualization

Description

high_cor_selector is function for comparing the two highly correlated variables, select a variable with the largest IV value.

Usage

high_cor_selector(
  cor_mat,
  p = 0.95,
  x_list = NULL,
  com_list = NULL,
  retain = TRUE
)

Arguments

cor_mat	A correlation matrix.
p	The threshold of high correlation.
x_list	Names of independent variables.
com_list	A data.frame with important values of each variable. eg : IV_list.
retain	Logical, output selected variables, if FALSE, output filtered variables.

Value

A list of selected variables.

creditmodel documentation built on Jan. 7, 2022, 5:06 p.m.