I've been using R and the
caret package since a while. The
caret package provides a function to reduce the number of variables -
nearZeroVar() wherein variables that have close to zero variance are returned and one can remove them from the
Caret also provides another function
dummyVars that converts factors to dummy variables.
Now my question is - what should the order of using the two be? Should the features with near zero variance be thrown out and then converted to dummies or should it be the other way around? I have a feeling that the order matters because in some cases dummy variables might have a lot of zeros but still be important.