Correlation matrix one side with significance

Thank you, thats really good and gives me very good information.

Thanks,
Martin

Am Donnerstag, den 06.03.2008, 14:35 -0500 schrieb Chuck Cleland:

On 3/6/2008 2:07 PM, Martin Kaffanke wrote:

Am Mittwoch, den 05.03.2008, 14:38 -0300 schrieb Henrique Dallazuanna:

Try this:

On 05/03/2008, Martin Kaffanke <technik at roomandspace.com> wrote:

Hi there!

 In my case,

 cor(d[1:20])

 makes me a good correlation matrix.

 Now I'd like to have it one sided, means only the left bottom side to be
 printed (the others are the same) and I'd like to have * where the
 p-value is lower than 0.05 and ** lower than 0.01.

 How can I do this?

d <- matrix(rexp(16, 2), 4)
corr <- cor(d)
sign <- symnum(cor(d), cutpoints=c(0.05, 0.01), corr = T,
symbols=c("***", "**", "*"), abbr=T, diag=F)

noquote(mapply(function(x, y)paste(x, format(y, dig=3), sep=''),
as.data.frame(unclass(sign)), as.data.frame(corr)))

Seems that we mark the value itself, but not the p-value.

So lets say, in a way I have to get the lower left half of a

cor(el[1:20])

Then I need to calc all the values with a cor.test() to see for the
p-value.  And the p-value should be lower than .05 or .01 -> this should
make the * to the value.

Thanks,
Martin

   Do you want something like the following, but with the upper triangle
removed?

corstars <- function(x){
require(Hmisc)
x <- as.matrix(x)
R <- rcorr(x)$r
p <- rcorr(x)$P
mystars <- ifelse(p < .01, "**|", ifelse(p < .05, "* |", "  |"))
R <- format(round(cbind(rep(-1.111, ncol(x)), R), 3))[,-1]
Rnew <- matrix(paste(R, mystars, sep=""), ncol=ncol(x))
diag(Rnew) <- paste(diag(R), "  |", sep="")
rownames(Rnew) <- colnames(x)
colnames(Rnew) <- paste(colnames(x), "|", sep="")
Rnew <- as.data.frame(Rnew)
return(Rnew)
}

corstars(swiss[,1:4])
             Fertility| Agriculture| Examination| Education|
Fertility     1.000  |     0.353* |    -0.646**|  -0.664**|
Agriculture   0.353* |     1.000  |    -0.687**|  -0.640**|
Examination  -0.646**|    -0.687**|     1.000  |   0.698**|
Education    -0.664**|    -0.640**|     0.698**|   1.000  |

   I will leave the removing the upper triangle part to you - should be
examples in the archives.

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