pwcor_pwcov_pwnobs: (Pairwise, Weighted) Correlations, Covariances and...

In collapse: Advanced and Fast Data Transformation

(Pairwise, Weighted) Correlations, Covariances and Observation Counts

Description

Computes (pairwise, weighted) Pearson's correlations, covariances and observation counts. Pairwise correlations and covariances can be computed together with observation counts and p-values, and output as 3D array (default) or list of matrices. pwcor and pwcov offer an elaborate print method.

Usage

pwcor(X, ..., w = NULL, N = FALSE, P = FALSE, array = TRUE, use = "pairwise.complete.obs")

pwcov(X, ..., w = NULL, N = FALSE, P = FALSE, array = TRUE, use = "pairwise.complete.obs")

pwnobs(X)

## S3 method for class 'pwcor'
print(x, digits = .op[["digits"]], sig.level = 0.05,
      show = c("all","lower.tri","upper.tri"), spacing = 1L, return = FALSE, ...)

## S3 method for class 'pwcov'
print(x, digits = .op[["digits"]], sig.level = 0.05,
      show = c("all","lower.tri","upper.tri"), spacing = 1L, return = FALSE, ...)

Arguments

X	a matrix or data.frame, for pwcor and pwcov all columns must be numeric. All functions are faster on matrices, so converting is advised for large data (see qM).
x	an object of class 'pwcor' / 'pwcov'.
w	numeric. A vector of (frequency) weights.
N	logical. TRUE also computes pairwise observation counts.
P	logical. TRUE also computes pairwise p-values (same as cor.test and Hmisc::rcorr).
array	logical. If N = TRUE or P = TRUE, TRUE (default) returns output as 3D array whereas FALSE returns a list of matrices.
use	argument passed to cor / cov. If use != "pairwise.complete.obs", sum(complete.cases(X)) is used for N, and p-values are computed accordingly.
digits	integer. The number of digits to round to in print.
sig.level	numeric. P-value threshold below which a '*' is displayed above significant coefficients if P = TRUE.
show	character. The part of the correlation / covariance matrix to display.
spacing	integer. Controls the spacing between different reported quantities in the printout of the matrix: 0 - compressed, 1 - single space, 2 - double space.
return	logical. TRUE returns the formatted object from the print method for exporting. The default is to return x invisibly.
...	other arguments passed to cor or cov. Only sensible if P = FALSE.

Value

a numeric matrix, 3D array or list of matrices with the computed statistics. For pwcor and pwcov the object has a class 'pwcor' and 'pwcov', respectively.

Note

weights::wtd.cors is imported for weighted pairwise correlations (written in C for speed). For weighted correlations with bootstrap SE's see weights::wtd.cor (bootstrap can be slow). Weighted correlations for complex surveys are implemented in jtools::svycor. An equivalent and faster implementation of pwcor (without weights) is provided in Hmisc::rcorr (written in Fortran).

See Also

qsu, Summary Statistics, Collapse Overview

Examples

mna <- na_insert(mtcars)
pwcor(mna)
pwcov(mna)
pwnobs(mna)
pwcor(mna, N = TRUE)
pwcor(mna, P = TRUE)
pwcor(mna, N = TRUE, P = TRUE)
aperm(pwcor(mna, N = TRUE, P = TRUE))
print(pwcor(mna, N = TRUE, P = TRUE), digits = 3, sig.level = 0.01, show = "lower.tri")
pwcor(mna, N = TRUE, P = TRUE, array = FALSE)
print(pwcor(mna, N = TRUE, P = TRUE, array = FALSE), show = "lower.tri")

collapse documentation built on Nov. 3, 2024, 9:08 a.m.