return only pairwise correlations greater than given value
This is probably not the prettiest or most efficient function ever, but this
seems to do what I wanted.
spec.cor <- function(dat, r, ...){
require("reshape")
d1 <- data.frame(cor(dat))
d2 <- melt(d1)
d2[,3] <- rep(rownames(d1), nrow(d2)/length(unique(d2[,1])))
d2 <- d2[,c("variable", "V3", "value")]
colnames(d2) <- c("V1", "V2", "value")
d2 <- d2[with(d2, which(V1 != V2, arr.ind=T)), ]
d2 <- d2[which(d2[,3] >=r | d2[,3] <= -r, arr.ind=T),]
d2[,1:2] <- t(apply(d2[,1:2], MARGIN=1, function(x) sort(x)))
d2 <- unique(d2)
return(d2)
}
data(mtcars)
spec.cor(mtcars[,2:5], .6)
Using as id variables
V1 V2 value
2 cyl disp 0.9020329
3 cyl hp 0.8324475
4 cyl drat -0.6999381
7 disp hp 0.7909486
8 disp drat -0.7102139
I'm not sure how to make melt() quit giving the "Using as id variables"
warning, but I don't really care either.
B77S wrote:
Thanks Michael,
I just started on the following code (below), and realized I should ask,
as this likely exists already.
basically what I'd like is for the function to return (basically) what you
just suggested, plus the names of the two variables (I suppose pasted
together would be good).
I hope that is clear, and obviously I didn't get so far as to add the
names to the output.
#
sig.cor <- function(dat, r, ...){
cv2 <- data.frame(cor(dat))
var.names <- rownames(cv2)
list.cv2 <- which(cv2 >=r | cv2 <= -r, arr.ind=T)
cor.r <- cv2[list.cv2[which(list.cv2 [,"row"]!=list.cv2 [,"col"]),]]
cor.names <- var.names[list.cv2[which(list.cv2 [,"row"]!=list.cv2
[,"col"]),]]
return(cor.r)
}
data(mtcars)
sig.cor(mtcars[,2:5], .90)
#> sig.cor(mtcars[,2:5], .90)
#[1] 0.9020329 0.9020329
# Ideally this would look likt this:
cyl-disp
0.9020329
Michael Weylandt wrote:
What exactly do you mean "returns" them? More generally I suppose,
what do you have in mind to do with this?
You could do something like this:
BigCorrelation <- function(X){
return(which(abs(cor(X)) > 0.9, arr.ind = T))
}
but it hardly seems worth its own function call.
On Thu, Nov 17, 2011 at 12:42 AM, B77S <bps0002@> wrote:
Hello, ?I would like to find out if a function already exists that returns only pairwise correlations above/below a certain threshold (e.g, -.90, .90) Thank you. -- View this message in context: http://r.789695.n4.nabble.com/return-only-pairwise-correlations-greater-than-given-value-tp4079028p4079028.html Sent from the R help mailing list archive at Nabble.com.
______________________________________________ R-help@ mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
______________________________________________ R-help@ mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
-- View this message in context: http://r.789695.n4.nabble.com/return-only-pairwise-correlations-greater-than-given-value-tp4079028p4081534.html Sent from the R help mailing list archive at Nabble.com.