data: Either an object of class data.frame, data.table, or a path to a regular, delimited file
bin_cols, cat_cols: A vector, column names corresponding to binary and categorical variables respectively
minmax_scale: Boolean, indicating whether to scale all numeric columns between 0 and 1, to improve model convergence
Returns
Returns custom S3 object of class `midas_preproc' containing:
data -- processed version of input data,
bin_list -- vector of binary variable names
cat_lists -- embedded list of one-hot encoded categorical variable names
minmax_params -- list of min. and max. values for each numeric object scaled
List containing converted data, categorical and binary labels to be imported into the imputation model, and scaling parameters for post-imputation transformations.
Details
The function has two advantages over manual pre-processing:
Utilises data.table for fast read-in and processing of large datasets
Outputs an object that can be passed directly to train() without re-specifying column names etc.