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 &lt;bps0002@&gt; 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 &lt;bps0002@&gt; 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.



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-- 
Joshua Wiley
Ph.D. Student, Health Psychology
Programmer Analyst II, ATS Statistical Consulting Group
University of California, Los Angeles
https://joshuawiley.com/