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Clean nuisance regressors by dropping rank-useless columns

Source: R/baseline_model.R
clean_nuisance.Rd

Drops nuisance columns that are non-finite, zero-variance, or fail to increase QR rank after the block's baseline terms and earlier nuisance columns. Column order is respected, so when two columns are aliased the earlier column is kept.

Usage

clean_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 list with nuisance_list and report elements. Pass result$nuisance_list to baseline_model().