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recursive_feature_elimination: Perform recursive feature elimination

Description

Perform recursive feature elimination on the dataset using caret's package.

Usage

recursive_feature_elimination(datamat, samples.class, functions = caret::rfFuncs, method = "cv", repeats = 5, number = 10, subsets = 2^(2:4))

Arguments

datamat
data matrix from dataset.
samples.class
string or index indicating what metadata to use.
functions
a list of functions for model fitting, prediction and variable importance.
method
the external resampling method: boot, cv, LOOCV or LGOCV (for repeated training/test splits.
repeats
for repeated k-fold cross-validation only: the number of complete sets of folds to compute.
number
either the number of folds or number of resampling iterations.
subsets
a numeric vector of integers corresponding to the number of features that should be retained.

Value

A caret's rfe object with the result of recursive feature selection.

Examples

Run this code
## Not run: 
#   ## Example of recursive feature elimination
#   data(cachexia)
#   library(caret)
#   rfe.result = recursive_feature_elimination(cachexia$data, 
# 	       cachexia$metadata$Muscle.loss, functions = caret::rfFuncs, 
# 	       method = "cv", number = 3, subsets = 2^(1:6))
# ## End(Not run)

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