Correlation matrix removing insignificant R values
There have been two threads dealing with this in the last few weeks:
please search the recent archives for those threads for a good
discussion -- end result: Josh Wiley provided a useful little function
to do so that I'll copy below. RSeek.org is a good place to do your
searching.
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])
}
Michael
On Wed, Nov 23, 2011 at 7:34 AM, mgranlie <mads at granlie.dk> wrote:
Hello. I have a large dataset with sales pr month for 56 products with 10 months and i have tried to see how the sales are correlated using cor() This has given me a 56X56 matrix with the R value for each product pair. Most of these correlations are insignificant, and i want only to retain the instances were the R value is significant (for 10 observations it should be above 0.64) Can someone help with this? -- View this message in context: http://r.789695.n4.nabble.com/Correlation-matrix-removing-insignificant-R-values-tp4099412p4099412.html Sent from the R help mailing list archive at Nabble.com.
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