| reduce_high_cor_filter {creditmodel} | R Documentation |
reduce_high_cor_filter is function for filtering highly correlated variables with reduce method.
reduce_high_cor_filter(
dat,
x_list = NULL,
size = ncol(dat)/10,
p = 0.95,
com_list = NULL,
ex_cols = NULL,
cor_class = TRUE,
parallel = FALSE
)
dat |
A data.frame with independent variables. |
x_list |
Names of independent variables. |
size |
Size of vairable group. |
p |
Threshold of correlation between features. Default is 0.7. |
com_list |
A data.frame with important values of each variable. eg : IV_list |
ex_cols |
A list of excluded variables. Regular expressions can also be used to match variable names. Default is NULL. |
cor_class |
Culculate catagery variables's correlation matrix. Default is FALSE. |
parallel |
Logical, parallel computing. Default is FALSE. |