Automated Multicollinearity Management


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Documentation for package ‘collinear’ version 3.0.0

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bake.step_collinear Tidymodels recipe step for multicollinearity filtering
case_weights Generate sample weights for imbalanced responses
collinear Smart multicollinearity management
collinear_select Dual multicollinearity filtering algorithm
collinear_stats Compute summary statistics for correlation and VIF
cor_clusters Group predictors by hierarchical correlation clustering
cor_cramer Quantify association between categorical variables
cor_df Compute signed pairwise correlations dataframe
cor_matrix Signed pairwise correlation matrix
cor_select Multicollinearity filtering by pairwise correlation threshold
cor_stats Compute summary statistics for absolute pairwise correlations
drop_geometry_column Removes 'geometry' Column From 'sf' Dataframes
experiment_adaptive_thresholds Dataframe resulting from experiment to test the automatic selection of multicollinearity thresholds
experiment_cor_vs_vif Dataframe with results of experiment comparing correlation and VIF thresholds
f_auto Automatic selection of predictor scoring method
f_auto_rules Decision rules for 'f_auto()'
f_binomial_gam Area under the curve of binomial GAM predictions vs. observations
f_binomial_glm Area Under the Curve of Binomial GLM predictions vs. observations
f_binomial_rf Area Under the Curve of Binomial Random Forest predictions vs. observations
f_categorical_rf Cramer's V of Categorical Random Forest predictions vs. observations
f_count_gam R-squared of Poisson GAM predictions vs. observations
f_count_glm R-squared of Poisson GLM predictions vs. observations
f_count_rf R-squared of Random Forest predictions vs. observations
f_functions List predictor scoring functions
f_numeric_gam R-squared of Gaussian GAM predictions vs. observations
f_numeric_glm R-squared of Gaussian GLM predictions vs. observations
f_numeric_rf R-squared of Random Forest predictions vs. observations
gam_cor_to_vif GAM describing the relationship between correlation and VIF thresholds
identify_categorical_variables Find valid categorical variables in a dataframe
identify_logical_variables Find logical variables in a dataframe
identify_numeric_variables Find valid numeric variables in a dataframe
identify_response_type Detect response variable type for model selection
identify_valid_variables Find valid numeric, categorical, and logical variables in a dataframe
identify_zero_variance_variables Find near-zero variance variables in a dataframe
model_formula Build model formulas from response and predictors
prediction_cor_to_vif Prediction of the model 'gam_cor_to_vif' across correlation values
preference_order Rank predictors by importance or multicollinearity
prep.step_collinear Tidymodels recipe step for multicollinearity filtering
print.collinear_output Print all collinear selection results of 'collinear()'
print.collinear_selection Print single selection results from 'collinear'
score_auc Compute area under the ROC curve between binomial observations and probabilistic predictions
score_cramer Compute Cramer's V between categorical observations and predictions
score_r2 Compute R-squared between numeric observations and predictions
step_collinear Tidymodels recipe step for multicollinearity filtering
summary.collinear_output Summarize all results of 'collinear()'
summary.collinear_selection Summarize single response selection results of 'collinear'
target_encoding_lab Convert categorical predictors to numeric via target encoding
target_encoding_loo Encode categories as response means
target_encoding_mean Encode categories as response means
target_encoding_rank Encode categories as response means
toy Toy dataframe with varying levels of multicollinearity
validate_arg_df Check and prepare argument 'df'
validate_arg_df_not_null Ensure that argument 'df' is not 'NULL'
validate_arg_encoding_method Check and validate argument 'encoding_method'
validate_arg_f Check and validate argument 'f'
validate_arg_function_name Build hierarchical function names for messages
validate_arg_max_cor Check and constrain argument 'max_cor'
validate_arg_max_vif Check and constrain argument 'max_vif'
validate_arg_predictors Check and validate argument 'predictors'
validate_arg_preference_order Check and complete argument 'preference_order'
validate_arg_quiet Check and validate argument 'quiet'
validate_arg_responses Check and validate arguments 'response' and 'responses'
vi Large example dataframe
vif Compute variance inflation factors from a correlation matrix
vif_df Compute variance inflation factors dataframe
vif_select Multicollinearity filtering by variance inflation factor threshold
vif_stats VIF Statistics
vi_predictors Vector of all predictor names in 'vi' and 'vi_smol'
vi_predictors_categorical Vector of categorical predictors in 'vi' and 'vi_smol'
vi_predictors_numeric Vector of numeric predictor names in 'vi' and 'vi_smol'
vi_responses Vector of response names in 'vi' and 'vi_smol'
vi_smol Small example dataframe