high_cor_selector

cor_mat

The threshold of high correlation.

x_list

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

com_list

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

retain

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

Provides a highly efficient R tool suite for Credit Modeling, Analysis and Visualization.Contains infrastructure functionalities such as data exploration and preparation, missing values treatment, outliers treatment, variable derivation, variable selection, dimensionality reduction, grid search for hyper parameters, data mining and visualization, model evaluation, strategy analysis etc. This package is designed to make the development of binary classification models (machine learning based models as well as credit scorecard) simpler and faster. The references including: 1 Refaat, M. (2011, ISBN: 9781447511199). Credit Risk Scorecard: Development and Implementation Using SAS; 2 Bezdek, James C.FCM: The fuzzy c-means clustering algorithm. Computers & Geosciences (0098-3004),<DOI:10.1016/0098-3004(84)90020-7>.

high_cor_selector: Compare the two highly correlated variables

Description

Usage

Arguments

Value