gets (version 0.22)

dropvar: Drop variable

Description

Drops columns in a matrix to avoid perfect multicollinearity.

Usage

dropvar(x, tol=1e-07, LAPACK=FALSE, silent=FALSE)

Arguments

x

a matrix, possibly less than full column rank.

tol

numeric value. The tolerance for detecting linear dependencies among regressors, see qr function. Only used if LAPACK is FALSE

LAPACK

logical, TRUE or FALSE (default). If true use LAPACK otherwise use LINPACK, see qr function

silent

logical, TRUE (default) or FALSE. Whether to print a notification whenever a regressor is removed

Value

a matrix whose regressors linearly independent

Details

Original function drop.coef developed by Rune Haubo B. Christensen in package ordinal, https://cran.r-project.org/package=ordinal.

References

Rune H.B. Christensen (2014): 'ordinal: Regression Models for Ordinal Data'. https://cran.r-project.org/package=ordinal

See Also

isat

Examples

# NOT RUN {
set.seed(1)
x <- matrix(rnorm(20), 5)
dropvar(x) #full rank, none are dropped

x[,4] <- x[,1]*2
dropvar(x) #less than full rank, last column dropped
# }