R/cor_auto.R

In qgraph: Graph Plotting Methods, Psychometric Data Visualization and Graphical Model Estimation

## Automatically computes a correlation matrix:
# Wrapper around lavCor which detects ordinal variables!

cor_auto <- function(
  data, # A data frame
  select, # Columns to select
  detectOrdinal = TRUE, # Detect ordinal variables
  ordinalLevelMax = 7, # Maximum amount of levels to be classified as ordinal
  npn.SKEPTIC = FALSE, # If TRUE, will compute nonparanormal SKEPTIC on fully continous data
  forcePD = FALSE, # Forces the result to be positive definite using nearPD from Matrix
  missing = "pairwise",
  verbose=TRUE
  )
{

  # Check for data frame:
  # if (!is.data.frame(data))
  # {
    data <- as.data.frame(data)
  # }
  
  # Select columns:
  if (!missing(select))
  {
    data <- subset(data, select = select)
  }
  
  # Remove factors:
  Factors <- sapply(data,is,"factor") & !sapply(data,is,"ordered")
  if (any(Factors))
  {
    if (verbose){
      message(paste("Removing factor variables:",paste(names(data)[Factors], collapse = "; ")))      
    }

    data <- data[,!Factors]
  }
  
  # Remove columns with all NA:
  data <- data[,sapply(data,function(x)mean(is.na(x)))!=1]

  
  # Detect ordinal:
  Numerics <- which(sapply(data,is.numeric) | sapply(data,is.integer))
  
  if (detectOrdinal & length(Numerics) > 0)
  {
    
    isOrd <- sapply(Numerics, function(i) {
      isInt <- is.integer(data[,i]) | all(data[,i] %% 1 == 0, na.rm=TRUE)
      nLevel <- length(unique(data[,i]))
      return(isInt & nLevel <= ordinalLevelMax)
    } )
    
    if (any(isOrd))
    {
      if (verbose){
        message(paste("Variables detected as ordinal:",paste(names(data)[Numerics][isOrd], collapse = "; ")))        
      }
      
      for (i in Numerics[isOrd])
      {
        data[,i] <- ordered(data[,i])
      } 
    }
    
  }
  
  ### START COMPUTING CORRELATIONS ###
  # IF ALL NUMERIC OR INTEGER, NONPARANORMAL SKEPTIC:
  if (all(sapply(data,is.numeric) | sapply(data,is.integer) ) & npn.SKEPTIC)
  {
#     message("All variables detected to be continuous, computing nonparanormal skeptic!")
    
    for (i in seq_len(ncol(data))) data[,i] <- as.numeric(data[,i])
    if(!requireNamespace("huge")) stop("'huge' package needs to be installed.")
    CorMat <- huge::huge.npn(data, "skeptic")
  } else {
    
    #provide needed arguments for lavcor
    if(missing == "fiml"){
      
      #fiml needs ml, TRUE and fit to have estimation in object
      lavobject <- suppressWarnings(lavaan::lavCor(data, missing = missing, se = "none", meanstructure = TRUE, estimator = "ML", output = "fit"))
      #compute correlation matrix from covariance matrix
      CorMat <- cov2cor(lavaan::inspect(lavobject, "cov.ov"))
      class(CorMat) <- "matrix"
    }
    else{
      #use defaults for other options
      meanstructure <- FALSE
      estimator <- "two.step"
      CorMat <- suppressWarnings(lavaan::lavCor(data, missing = missing, meanstructure = meanstructure, estimator = estimator))
      class(CorMat) <- "matrix"
    }
    
  }

  # Check for positive definite:
  if(forcePD & !all(eigen(CorMat)$values > 0))  {
    warning("Correlation matrix is not positive definite. Finding nearest positive definite matrix")
  
    CorMat <- as.matrix(Matrix::nearPD(CorMat, corr = TRUE, ensureSymmetry = TRUE, keepDiag = TRUE)$mat)
  }

  return(CorMat)

#   ## If all ordinal, do tetrachoric or polychoric:
#   if (all(sapply(data,is,"ordered")))
#   {
#     nLevel <- sapply(data,nlevels)
#     
#     # Tetrachoric:
#     if (all(nLevel == 2))
#     {
#       message("Binary data detected, computing tetrachoric correlations!")
#       for (i in seq_len(ncol(data))) data[,i] <- as.numeric(data[,i])
#       res <- tetrachoric(as.matrix(data))
#       CorMat <- as.matrix(res$rho)
#       attr(CorMat, "thresholds") <- res$tau
#       return(CorMat)
#       
#     } else {
#       message("Polytomous data detected, computing polychoric correlations!")
#       for (i in seq_len(ncol(data))) data[,i] <- as.numeric(data[,i])
#       res <- polychoric(as.matrix(data))
#       CorMat <- as.matrix(res$rho)
#       attr(CorMat, "thresholds") <- res$tau
#       return(CorMat)
#     }
#     
#   } 
#   
#   # Else shared data detected, use muthen1984 from lavaan:
#   message("Both continuous and ordinal data detected, using muthen1984 from Lavaan package!")
#   ov.names <- names(data)
#   ov.types <- lavaan:::lav_dataframe_check_vartype(data, ov.names=ov.names)
#   ov.levels <- sapply(lapply(data, levels), length)
#   mutRes <- lavaan:::muthen1984(data, ov.names, ov.types, ov.levels)
#   
#   CorMat <- mutRes$COR
#   attr(CorMat,"thresholds") <- mutRes$TH
#   return(CorMat)
}