collinear: Filter to reduce collinearity in predictors

View source: R/filters.R

collinearR Documentation

Filter to reduce collinearity in predictors

Description

This function identifies predictors with r^2 above a given cut-off and produces an index of predictors to be removed. The function takes a matrix or data.frame of predictors, and the columns need to be ordered in terms of importance - first column of any pair that are correlated is retained and subsequent columns which correlate above the cut-off are flagged for removal.

Usage

collinear(x, rsq_cutoff = 0.9, verbose = FALSE)

Arguments

x

A matrix or data.frame of values. The order of columns is used to determine which columns to retain, so the columns in x should be sorted with the most important columns first.

rsq_cutoff

Value of cut-off for r-squared

verbose

Boolean whether to print details

Value

Integer vector of the indices of columns in x to remove due to collinearity


nestedcv documentation built on Oct. 23, 2022, 5:06 p.m.