corelation.removed: Function to remove highly correlated variables

In pavhrablis/benchmarkFS: What the Package Does (One Line, Title Case)

Description

Function to remove highly correlated variables

Usage

corelation.removed(data, list.selected.var, list.index.cross, level.cor)

Arguments

data	input data where columns are variables and rows are observations (all numeric)
list.selected.var	A list with selected variables in cross-validation
list.index.cross	A list with indexes obtained in cross-validation
level.cor	cutoff level of correlated variables. If equal to 1 is not performed

Details

Removes highly correlated variables after selection performed in cross-validation

Value

A list with selected features for each iteration of cross-validation

Examples

class <- data$class
data$class <- NULL

list.index.cross <- cross.validation(x = data, y = class, method= 'cv.kfold', k = 3, niter = 10)

list.selected.var <- feature.selection(x = data,
                             y = class,
                             method = 'fs.utest',
                             list.index.cross = indexes,
                             params = list(adjust = 'holm'))
list.selected.var.uncor <- corelation.removed(data, list.selected.var, list.index.cross, 0.75)

pavhrablis/benchmarkFS documentation built on Feb. 5, 2021, 12:47 a.m.