reduceDF: Function reduceDF

reduceDFR Documentation

Function reduceDF

Description

Applies LASSO regression and returns a data.frame with the most important predictors.

Usage

reduceDF(data, output = NULL, cutoff = 0.1,
  control = caret::trainControl(method = "boot", number = 30))

Arguments

data

data.frame containing data.

output

index or name of criterion in data.

y

numeric vector.

Examples

data=data.frame(y=rnorm(100),x1=rnorm(100),x2=rnorm(100));
reduceDF(data,"y1")

AndreasFischer1985/quantqual documentation built on June 20, 2022, 4:55 p.m.