return only pairwise correlations greater than given value
Hi Brad,
You do not really need to reshape the correlation matrix. This seems
to do what you want:
spec.cor <- function(dat, r, ...) {
x <- cor(dat, ...)
x[upper.tri(x, TRUE)] <- NA
i <- which(abs(x) >= r, arr.ind = TRUE)
data.frame(matrix(colnames(x)[as.vector(i)], ncol = 2), value = x[i])
}
spec.cor(mtcars[, 2:5], .6)
Cheers,
Josh
On Wed, Nov 16, 2011 at 9:58 PM, B77S <bps0002 at auburn.edu> wrote:
Thanks Michael,
I just started on the following code (below), and realized I should as as
this might exist.
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.
#
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)
}
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-tp4079028p4079044.html Sent from the R help mailing list archive at Nabble.com.
______________________________________________ R-help at r-project.org 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.
Joshua Wiley Ph.D. Student, Health Psychology Programmer Analyst II, ATS Statistical Consulting Group University of California, Los Angeles https://joshuawiley.com/