get.automated.varclus: Automated Spearman rank correlation test

In jirayusjiar/Jmisc:

Description

This function automatically select non-correlated metrics based on a Spearman rank correlation test. To do so, we start from the pair of the strongest correlated metrics. Since these two metrics can be linearly predicted with each other, one of these two metrics must be removed while selecting the other. We select the metric that has the lowest Spearman correlation coefficient with the other metrics that are not in the pair. We repeat this process until all metrics have their Spearman correlation coefficient below a threshold value (default = 0.7).

Usage

get.automated.varclus(dataset, indep, dep, threshold, verbose = F)

Arguments

dataset	a data frame for data
indep	a characters or a vector of characters for independent variables
dep	a character for dependent variable
verbose	TRUE for printing
spearman.threshold	a numeric for a threshold of Spearman rank correlation test (default = 0.7)

jirayusjiar/Jmisc documentation built on Feb. 23, 2020, 3:14 p.m.