collinear

CRANcollinearMaRDI QIDQ5979119FDOQ5979119

Seamless Multicollinearity Management

Blas M. Benito

Last update: 8 December 2023

Copyright license: MIT license, File License

Software version identifier: 1.0.1, 1.1.0, 1.1.1

Description

System for seamless management of multicollinearity in data frames with numeric and/or categorical variables for statistical analysis and machine learning modeling. The package combines bivariate correlation (Pearson, Spearman, and Cramer's V) with variance inflation factor analysis, target encoding to transform categorical variables into numeric (Micci-Barreca, D. 2001 <doi:10.1145/507533.507538>), and a flexible feature prioritization method, to deliver a comprehensive multicollinearity management tool covering a wide range of use cases.

Cites work

• A preprocessing scheme for high-cardinality categorical attributes in classification and prediction problems

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