collElimination: Collinearity Elimination Automatically

Description Usage Arguments Details Value See Also

Description

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

Usage

1
collElimination(df, cor_critical = 0.8)

Arguments

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.

Details

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

Value

A dataframe after elimination

See Also

Other collinearity elimination functions: collElimination2


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