drop_collinear

A function to check for multicollinearity and drop collinear terms from a matrix

Usage

drop_collinear(matrix)

Arguments

matrix

a matrix for which the function will remove collinear columns

Value

a matrix with collinear columns removed

Examples

# \donttest{
  if (requireNamespace("caret", quietly = TRUE)) {
    X <- cbind(1:5, 2 * (1:5), rnorm(5))
    colnames(X) <- c("x1", "x2", "x3")
    drop_collinear(X) ## x2 dropped as collinear with x1
  }
#> Warning: The following covariates were dropped due to collinearity: x2
#>      x1         x3
#> [1,]  1 -0.1742460
#> [2,]  2 -1.1062360
#> [3,]  3 -0.9459850
#> [4,]  4  0.2890896
#> [5,]  5  0.8769131
# }