Iterative prunning of a set of variables by a certain correlation threshold.
1 | prune_corr(thedata, threshold = 0.8, iterations = 10)
|
thedata |
A numeric matrix of variables |
threshold |
The threshold of correlation coefficient. Default 0.8 |
iterations |
The algorithm function will stop when no more variables are correlated over the specificed threshold or given a number of iterations. This is importante for big datasets with thousands of variables, which perhaps is not that appropriate for the function. |
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