high_cor_selector {creditmodel}R Documentation

Compare the two highly correlated variables

Description

high_cor_selector is function for comparing the two highly correlated variables, select a variable with the largest IV value.

Usage

high_cor_selector(
  cor_mat,
  p = 0.95,
  x_list = NULL,
  com_list = NULL,
  retain = TRUE
)

Arguments

cor_mat

A correlation matrix.

p

The threshold of high correlation.

x_list

Names of independent variables.

com_list

A data.frame with important values of each variable. eg : IV_list.

retain

Logical, output selected variables, if FALSE, output filtered variables.

Value

A list of selected variables.


[Package creditmodel version 1.3.0 Index]