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Description

Measurement Level Independent Feature Correlation Matrix.

Uses three different correlation coefficients to calculate measurement-level adequate correlations in a feature matrix: Pearson product-moment correlation coefficient, Intraclass correlation and Cramer's V.

featureMatrix

R package Feature Correlation Matrix

Status: First version (0.4.0) ready to get pushed to CRAN, minor changes under development already !

Authors: Dr. Guido Möser/ Ilja Muhl (in alphabetical order)

Notes: If you want to run the featureMatrix()-function, the two other functions, cv.test() and icc(), have to be available!

What it does: Estimates the correlation between categorical and numerical features (and the target variable)

Parameter:

  • both variables numerical: Product-Moment-Correlation by Bravais-Pearson
  • both variables categorical: Cramer's V (based on the Chi²-Test of Independence)
  • one variable categorical and the other numerical: ICC (Intra-Class-Correlation) based on classical ANOVA by Fisher.
Metadata

Version

0.4.0

License

Unknown

Platforms (75)

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