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creditmodel (version 1.0)

reduce_high_cor: Compare the two highly correlated variables

Description

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

Usage

reduce_high_cor(cor_mat, p = 0.9, 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.