corelation.removed | R Documentation |
Function to remove highly correlated variables
corelation.removed(data, list.selected.var, list.index.cross, level.cor)
data |
input data where columns are variables and rows are observations (all numeric) |
list.selected.var |
A |
list.index.cross |
A |
level.cor |
cutoff level of correlated variables. If equal to 1 is not performed |
Removes highly correlated variables after selection performed in cross-validation
A list
with selected features for each iteration of cross-validation
## Not run:
class <- data$class
data$class <- NULL
list.index.cross <- cross.val(x = data,
y = decisions,
method = 'kfoldcv',
params.cv = list(niter = 10, k = 3))
list.selected.var <- feature.selection(x = data,
y = class,
method = 'fs.utest',
list.index.cross = indexes,
params = list(adjust = 'fdr'))
list.selected.var.uncor <- corelation.removed(data,
list.selected.var,
list.index.cross,
0.75)
## End(Not run)
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