Description Usage Arguments Details Value Examples

Exclude highly correlated predictors

1 2 3 | ```
select_predictors(response_vector, predictors_matrix,
response_lower_thresh = 0.1, predictors_upper_thresh = 0.75,
threads = 1, verbose = FALSE)
``` |

`response_vector` |
a numeric vector (the length should be equal to the rows of the |

`predictors_matrix` |
a numeric matrix (the rows should be equal to the length of the |

`response_lower_thresh` |
a numeric value. This parameter allows the user to keep all the predictors having a correlation with the response |

`predictors_upper_thresh` |
a numeric value. This parameter allows the user to keep all the predictors having a correlation comparing to the other predictors |

`threads` |
a numeric value specifying the number of cores to run in parallel |

`verbose` |
either TRUE or FALSE. If TRUE then information will be printed out in the R session. |

The function works in the following way : The correlation of the predictors with the response is first calculated and the resulted correlations are sorted in decreasing order. Then iteratively predictors with correlation
higher than the *predictors_upper_thresh* value are removed by favoring those predictors which are more correlated with the response variable. If the *response_lower_thresh* value is greater than 0.0 then only predictors
having a correlation higher than or equal to the *response_lower_thresh* value will be kept, otherwise they will be excluded.
This function returns the indices of the *predictors* and is useful in case of multicollinearity.

a vector of column-indices

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textTinyR documentation built on July 25, 2018, 5:03 p.m.

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