collElimination: Collinearity Elimination Automatically
In xxzcool/scoremodel: Credit Scoring Modeling Toolbox

Description Usage Arguments Details Value See Also

collElimination is a recursive function, which will recursivly eliminate the collinearity X variables with smaller IV automatically, then return a new dataframe.

1	collElimination(df, cor_critical = 0.8)

`df`	A dataframe only with Xs and Y variable, all the X variables must have been binned, such as after woe-encoded.
`cor_critical`	Specifies the correlation coefficient threshold for extracting, default `0.8`.

for collinearity elimination, recursion is necessary to avoid mistakenly-deleted.

A dataframe after elimination

Other collinearity elimination functions: collElimination2

xxzcool/scoremodel documentation built on May 4, 2019, 10:56 a.m.