get top 50 correlated item from a correlation matrix for each item

Works like a charm, thank you! 

-----Original Message-----
From: Dimitris Rizopoulos [mailto:d.rizopoulos at erasmusmc.nl] 
Sent: Thursday, February 12, 2009 12:11 PM
To: Tan, Richard
Cc: r-help at r-project.org
Subject: Re: [R] get top 50 correlated item from a correlation matrix
for each item

a possible vectorized solution is the following:

cor.mat <- cor(matrix(rnorm(100*1000), 1000, 100)) p <- 30 # how many
top items

n <- ncol(cor.mat)
cmat <- col(cor.mat)
ind <- order(-cmat, cor.mat, decreasing = TRUE) - (n * cmat - n)
dim(ind) <- dim(cor.mat)
ind <- ind[seq(2, p + 1), ]
out <- cbind(ID = c(col(ind)), ID2 = c(ind)) as.data.frame(cbind(out,
cor = cor.mat[out]))


I hope it helps.

Best,
Dimitris

Hi,
 
I have a correlation matrix of about 3000 items, i.e., a 3000*3000 
matrix.  For each of the 3000 items, I want to get the top 50 items 
that have the highest correlation with it (excluding itself) and 
generate a data frame with 3 columns like ("ID", "ID2", "cor"), where 
ID is those 3000 items each repeat 50 times, and ID2 is the top 50 
correlated items with ID, and cor is the correlation of ID and ID2.  I

know I can use two for loops to do it but it is very time consuming 
considering the correlation matrix is generated for each month of the 
past 20 years.  Is there a better way to do it?
 
Regards,
 
Richard

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Dimitris Rizopoulos
Assistant Professor
Department of Biostatistics
Erasmus Medical Center

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