Description Usage Arguments Value Examples
Calculates a weighted correlation score that over weights higher correlations. When calling elders, this allows me to prioritize features that have are a part of a smaller number of highly correlative (with y) pairwise features as opposed to features that are a part of a larger number of relative less correlative pairwise features.
1 | elder_weighted_corr_score(corr, max_score = 100)
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corr |
a float between 0 and 1 representing the absolute value of a correlation coefficient (r) |
max_score |
the maximum weight given to a correlation. Given that this weighted scoring can produce exponentially increasing weighted scores, setting this to 100 (representing a correlation of ~0.99) is reasonable. |
a float between 0 and 100, that represents a mapping of corr to a weighted score that overweights higher correlation values
1 2 | corr <- 0.05
weighted_score <- elder_weighted_corr_score(corr)
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