assign_gid: clusters explanatory variables of high absolute correlation

In yorickuser/contselec: Model selection procesure by contracting explanatry variables, with check of each explanatry variable's strength.

Description

This function clusters explanatory variables of high absolute correlation and assign group ids for them.

Usage

assign_gid(data0, edge_cor)

Arguments

data0	data.frame : explained variable (1st column), and explanatory variables (2nd-last columns) to be contracted
edge_cor	real number : threshold for grouping; variables of correlation no less than this threshold are grouped together

Value

gid : array of integer : group-ids for explanatory variables in "data0"

Author(s)

Hiroshi C. Ito

Examples

data(Cars93, package = "MASS");
data=Cars93;
data=data[complete.cases(data),];
data=data[,sapply(data[1,],is.numeric)];
assign_gid(data,edge_cor=0.9);

yorickuser/contselec documentation built on July 25, 2021, 8:14 a.m.