creditmodel (version 1.3.1)

PCA_reduce: PCA Dimension Reduction

Description

PCA_reduce is used for PCA reduction of high demension data .

Usage

PCA_reduce(train = train, test = NULL, mc = 0.9)

Arguments

train

A data.frame with independent variables and target variable.

test

A data.frame of test data.

mc

Threshold of cumulative imp.

Examples

# NOT RUN {
num_x_list = get_names(dat = UCICreditCard, types = c('numeric'),
ex_cols = "ID$|date$|default.payment.next.month$", get_ex = FALSE)
 PCA_dat = PCA_reduce(train = UCICreditCard[num_x_list])
# }