correlation: Correlation matrices.

In SciViews: SciViews - Main package

Correlation matrices.

Description

Compute the correlation matrix between two variables, or more (between all columns of a matrix or data frame).

Usage

correlation(x, ...)

Correlation(x, ...)

## S3 method for class 'formula'
correlation(formula, data = NULL, subset, na.action, ...)

## Default S3 method:
correlation(
  x,
  y = NULL,
  use = "everything",
  method = c("pearson", "kendall", "spearman"),
  ...
)

is.Correlation(x)

is.correlation(x)

as.Correlation(x)

as.correlation(x)

## S3 method for class 'Correlation'
print(x, digits = 3, cutoff = 0, ...)

## S3 method for class 'Correlation'
summary(
  object,
  cutpoints = c(0.3, 0.6, 0.8, 0.9, 0.95),
  symbols = c(" ", ".", ",", "+", "*", "B"),
  ...
)

## S3 method for class 'summary.Correlation'
print(x, ...)

## S3 method for class 'Correlation'
plot(
  x,
  y = NULL,
  outline = TRUE,
  cutpoints = c(0.3, 0.6, 0.8, 0.9, 0.95),
  palette = rwb.colors,
  col = NULL,
  numbers = TRUE,
  digits = 2,
  type = c("full", "lower", "upper"),
  diag = (type == "full"),
  cex.lab = par("cex.lab"),
  cex = 0.75 * par("cex"),
  ...
)

## S3 method for class 'Correlation'
lines(
  x,
  choices = 1L:2L,
  col = par("col"),
  lty = 2,
  ar.length = 0.1,
  pos = NULL,
  cex = par("cex"),
  labels = rownames(x),
  ...
)

Arguments

x	A numeric vector, matrix or data frame (or any object for 'is.Correlation()', 'as.Correlation()'.
...	Further arguments passed to functions.
formula	A formula with no response variable, referring only to numeric variables.
data	An optional data frame (or similar: see [stats::model.frame()]) containing the variables in the formula 'formula'. By default the variables are taken from 'environment(formula)'.
subset	An optional vector used to select rows (observations) of the data matrix 'x'.
na.action	A function which indicates what should happen when the data contain 'NA's. The default is set by the 'na.action =' setting of 'options()' and ‘na.fail()' is used if that is not set. The ’factory-fresh' default is 'na.omit()'.
y	'NULL' (default), or a vector, matrix or data frame with compatible dimensions to 'x' for 'Correlation()'. The default is equivalent to 'x = y', but more efficient.
use	An optional character string giving a method for computing correlations in the presence of missing values. This must be (an abbreviation of) one of the strings '"everything"', '"all.obs"', '"complete.obs"', '"na.or.complete"', or '"pairwise.complete.obs"'.
method	A character string indicating which correlation coefficient is to be computed. One of '"pearson"' (default), '"kendall"', or '"spearman"', can be abbreviated.
digits	Digits to print after the decimal separator.
cutoff	Correlation coefficients lower than this (in absolute value) are suppressed.
object	A 'Correlation' object.
cutpoints	The cut points to use for categories. Specify only positive values (absolute value of correlation coefficients are summarized, or negative equivalents are automatically computed for the graph. Do not include 0 or 1 in the cutpoints).
symbols	The symbols to use to summarize the correlation matrix.
outline	Do we draw the outline of the ellipse?
palette	A function that can produce a palette of colors.
col	Color of the ellipse. If 'NULL' (default), the colors will be computed using 'cutpoints =' and 'palette ='.
numbers	Do we print correlation values in the center of the ellipses?
type	Do we plot a complete matrix, or only lower or upper triangle?
diag	Do we plot items on the diagonal? They have always a correlation of one.
cex.lab	The expansion factor for labels.
cex	The expansion factor for text.
choices	The items to select
lty	The line type to draw.
ar.length	The length of the arrow head.
pos	The position relative to arrows.
labels	The label to draw nead arrows.

Value

‘Correlation()' and 'as.Correlation()“ create a ’Correlation' object, while 'is.Correlation()“ tests for it.

There are ‘print()' and 'summary()' methods for the ’Correlation' object that differ in the symbolic encoding of the correlations in 'summary()', using symnum()], which makes large correlation matrices more readable.

The method 'plot()' returns nothing, but it draws ellipses on a graph that represent the correlation matrix visually. This is essentially the [ellipse::plotcorr()] function from package **ellipse**, with slightly different default arguments and with default 'cutpoints' equivalent to those used in the 'summary()' method.

Author(s)

Philippe Grosjean <[e-mail]>, wrapping code in package ellipse, function [ellipse::plotcorr()] for the 'plot.Correlation()' method.

See Also

[stats::cov()], [stats::cov2cor()], [stats::cov.wt()], [stats::symnum()], [ellipse::plotcorr()] and look at [SciViews::panel_cor()]

Examples

# This is a simple correlation coefficient
cor(rnorm(10), runif(10))
Correlation(rnorm(10), runif(10))

# 'Correlation' objects allow better inspection of the correlation matrices
# than the output of default R cor() function
(longley.cor <- Correlation(longley))
summary(longley.cor) # Synthetic view of the correlation matrix
plot(longley.cor)    # Graphical representation

# Use of the formula interface
(mtcars.cor <- Correlation(~ mpg + cyl + disp + hp, data = mtcars,
  method = "spearman", na.action = "na.omit"))

mtcars.cor2 <- Correlation(mtcars, method = "spearman")
print(mtcars.cor2, cutoff = 0.6)
summary(mtcars.cor2)
plot(mtcars.cor2, type = "lower")

mtcars.cor2["mpg", "cyl"] # Extract a correlation from the correlation matrix

SciViews documentation built on June 8, 2025, 1:52 p.m.