orthogonalize_columns: Orthogonalize Columns of a data.frame

In presagia-analytics/normalizer: Normalize Data for Machine Learning Tasks

Description

Orthogonalize the independent variables, specified by a formula so that they will be orthogonal to one another. Orthogonalization is done via an iterative Gram-Schmidt process beginning with the left-most independent variable after pivoting to ensure numerical stability.

Usage

orthogonalize_columns(
  x,
  form = NULL,
  imp_ordering = NULL,
  drop_colinear = TRUE,
  order_pivot = TRUE
)

Arguments

x	a data.frame.
form	the model description. If missing, then a formula is generated based on numeric groupings (see group_numeric_vars). If no grouping exists, then orthogonalization is performed for the entire data frame.
imp_ordering	column names of x ordered by their importance. (default NULL - #' no importance ordering)
drop_colinear	should colinear columns be dropped? (default TRUE)
order_pivot	should the columns of the return be orderd by the pivot? (default TRUE)

Value

The return is the data frame with colums specified by the formula and an orthogonalized independent variables.

presagia-analytics/normalizer documentation built on Dec. 12, 2019, 7:40 a.m.