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 1.3.1 Index]