Cor: Correlation matrix with p-values

In shipunov: Miscellaneous Functions from Alexey Shipunov

Correlation matrix with p-values

Description

Correlation matrix with p-values

Usage

Cor(X, stars=TRUE, dec=4, p.level=0.05, ...)
Cor2(X, dec=4, p.level=0.05)

Arguments

X	Matrix or data frame with values
stars	Replaces p-values with stars if it not greater than 'p.level'
dec	Decimal point
p.level	P-level
...	Arguments to 'cor.test()'

Details

'Cor()' calculates correlation matrix with p-values.

'Cor2()' is another (faster) variant of correlation matrix with p-values based on F-statistic. Shows significances in the upper triagle. Uses Pearson correlation only but much faster than 'Cor()'.

Author(s)

Alexey Shipunov

Examples

Cor(longley, dec=2)
Cor2(longley, dec=2)

shipunov documentation built on Feb. 16, 2023, 9:05 p.m.