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Check nuisance regressors for rank and column problems

Source: R/baseline_model.R
check_nuisance.Rd

Inspects a block-wise nuisance regressor list before it is added to a baseline model. The check is run per block and compares nuisance columns against the baseline terms that would be constructed from basis, degree, and intercept.

Usage

check_nuisance(
  nuisance_list,
  sframe,
  basis = c("constant", "poly", "bs", "ns"),
  degree = 1,
  intercept = c("runwise", "global", "none"),
  tol = sqrt(.Machine$double.eps),
  duplicate_threshold = 1 - sqrt(.Machine$double.eps)
)

Arguments

nuisance_list

A list of numeric matrices or data frames, one per block.

sframe

A sampling frame.

basis, degree, intercept

Baseline model settings used to construct the comparison baseline terms.

tol

Numeric tolerance passed to QR rank checks.

duplicate_threshold

Absolute correlation threshold used to flag duplicate or near-duplicate columns.

Value

A nuisance_check object with ok, problems, by_block, and normalized nuisance_list elements.