buildDecorrConstraints {UBayFS}

Build decorrelation constraints

Description

Build a cannot link constraint between highly correlated features. The user defines the correlation threshold.

Usage

buildDecorrConstraints(data, level = 0.5, method = "spearman")

Arguments

data

the dataset in the 'UBaymodel' object

level

the threshold correlation-level

method

the method used to compute correlation; must be one of 'pearson', 'spearman' or 'kendall'

Value

a list containing a matrix 'A' and a vector 'b' representing the inequality system 'Ax<=b', a vector 'rho' and a block matrix