# R/topCor.R In johan-gudmundsson/JGTools: Utility tools for Johan by Johan

#### Documented in topCor

```#' A function to rank correlation coefficients
#'
#' This function sorts the lower triangular part of the correlation matrix in descending order according to the absolute value of the correlation coefficient
#' @author Johan Gudmundsson, \email{[email protected]}
#' @param df Data frame which should be annalyzed
#' @param pairwiseCompleteObs logical, turn on the option use="pairwise.complete.obs" in the calculation of the correlation coefficents
#' @param removeDateCol logical, if true, a column named 'date' will be removed if it excists
#' @param method character vector, the method the cor function should use, ex.  c("pearson", "kendall", "spearman")
#' @param allCorrelationMethods logical, uses method = c("pearson", "kendall", "spearman") independet of waht argument is specified in the method argument
#' @return A data frame with the correlation coefficents in descending order
#' @examples
#' df = data.frame(replicate(10,sample(0:1,1000,rep=TRUE)))
#' @importFrom dplyr rename
#' @importFrom dplyr %>%
#' @export
topCor <-  function(df, pairwiseCompleteObs=F, removeDateCol=T, allCorrelationMethods = F, method = c("pearson")){
if(allCorrelationMethods){
method = c("pearson", "kendall", "spearman")
}
result <- list()
if(removeDateCol && class(df)=="data.frame"){
df\$date <- NULL
}
for(nn in method){

if(pairwiseCompleteObs){
correlationM <- cor(df, use="pairwise.complete.obs", method =nn)
}else{
correlationM <- cor(df, method =nn)
}
z <- correlationM
z[lower.tri(z,diag=TRUE)]=NA  #Prepare to drop duplicates and meaningless information
z=as.data.frame(as.table(z))  #Turn into a 3-column table
z=na.omit(z)  #Get rid of the junk
z=z[order(-abs(z\$Freq)),]
rownames(z)<- NULL
if(length(method)==1){
# z <- z %>% rename(correlation = Freq)
names(z) = c("Var1", "Var2", 'correlation')
}else{
names(z) = c("Var1", "Var2", nn)
}
result[[nn]] <- z
}
result = Reduce(function(a, b) full_join(a, b, by=c("Var1", "Var2")), result)
return(result)
}
```
johan-gudmundsson/JGTools documentation built on June 20, 2017, 8:12 a.m.