reduce_dimensions: Reduce variables in a dataframe to a target number of...

In ck37/varimpact: Variable Importance Estimation Using Targeted Causal Inference (TMLE)

Reduce variables in a dataframe to a target number of covariates.

Description

Currently uses HOPACH hierarchical clustering but could be generalized.

Usage

reduce_dimensions(data, newX = NULL, max_variables, verbose = FALSE)

Arguments

data	Dataframe
newX	Optional second dataframe to receive the same reduction.
max_variables	Maximum we want to allow, after which dimension reduction will take place. Cannot be more than 15 due to HOPACH limitations. Set to NULL to disable any dimension reduction.
verbose	If true will output additional information during execution.

ck37/varimpact documentation built on June 23, 2022, 4:41 a.m.