(Pairwise, Weighted) Correlations, Covariances and Observation Counts
pwcor_pwcov_pwnobs.RdComputes (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 pwcor
print(x, digits = .op[["digits"]], sig.level = 0.05,
show = c("all","lower.tri","upper.tri"), spacing = 1L, return = FALSE, ...)
# S3 method for 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
pwcorandpwcovall columns must be numeric. All functions are faster on matrices, so converting is advised for large data (seeqM).- x
an object of class 'pwcor' / 'pwcov'.
- w
numeric. A vector of (frequency) weights.
- N
logical.
TRUEalso computes pairwise observation counts.- P
logical.
TRUEalso computes pairwise p-values (same ascor.testandHmisc::rcorr).- array
logical. If
N = TRUEorP = TRUE,TRUE(default) returns output as 3D array whereasFALSEreturns a list of matrices.- use
argument passed to
cor/cov. Ifuse != "pairwise.complete.obs",sum(complete.cases(X))is used forN, 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 ifP = 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.
TRUEreturns the formatted object from the print method for exporting. The default is to returnxinvisibly.- ...
other arguments passed to
cororcov. Only sensible ifP = 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).
Examples
mna <- na_insert(mtcars)
pwcor(mna)
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> mpg 1 -.86 -.81 -.71 .74 -.87 .38 .67 .53 .41 -.55
#> cyl -.86 1 .91 .81 -.75 .79 -.58 -.86 -.50 -.54 .53
#> disp -.81 .91 1 .85 -.79 .91 -.36 -.72 -.66 -.75 .38
#> hp -.71 .81 .85 1 -.36 .60 -.72 -.69 -.05 -.06 .74
#> drat .74 -.75 -.79 -.36 1 -.75 .10 .48 .70 .70 -.14
#> wt -.87 .79 .91 .60 -.75 1 -.16 -.58 -.62 -.58 .42
#> [ reached getOption("max.print") -- omitted 5 rows ]
pwcov(mna)
#> mpg cyl disp hp drat wt qsec
#> mpg 34.37 -9.68 -588.25 -264.29 2.37 -5.04 4.22
#> cyl -9.68 3.35 219.83 98.14 -0.79 1.53 -2.03
#> disp -588.25 219.83 16172.58 5973.18 -58.42 127.09 -74.75
#> hp -264.29 98.14 5973.18 4545.18 -12.04 40.86 -97.99
#> drat 2.37 -0.79 -58.42 -12.04 0.31 -0.43 0.11
#> wt -5.04 1.53 127.09 40.86 -0.43 1.04 -0.30
#> vs am gear carb
#> mpg 2.06 1.40 1.89 -5.33
#> cyl -0.82 -0.41 -0.75 1.65
#> disp -49.07 -38.96 -67.91 66.84
#> hp -23.37 -1.74 -3.53 84.37
#> drat 0.13 0.16 0.29 -0.11
#> wt -0.31 -0.28 -0.46 0.75
#> [ reached getOption("max.print") -- omitted 5 rows ]
pwnobs(mna)
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> mpg 29 26 26 26 27 26 26 26 26 26 27
#> cyl 26 29 26 26 26 26 26 26 26 27 26
#> disp 26 26 29 26 26 26 26 26 26 26 26
#> hp 26 26 26 29 26 27 26 26 27 27 27
#> drat 27 26 26 26 29 26 26 27 27 26 26
#> wt 26 26 26 27 26 29 27 27 26 27 26
#> [ reached getOption("max.print") -- omitted 5 rows ]
pwcor(mna, N = TRUE)
#> mpg cyl disp hp drat wt qsec
#> mpg 1 (29) -.86 (26) -.81 (26) -.71 (26) .74 (27) -.87 (26) .38 (26)
#> cyl -.86 (26) 1 (29) .91 (26) .81 (26) -.75 (26) .79 (26) -.58 (26)
#> disp -.81 (26) .91 (26) 1 (29) .85 (26) -.79 (26) .91 (26) -.36 (26)
#> hp -.71 (26) .81 (26) .85 (26) 1 (29) -.36 (26) .60 (27) -.72 (26)
#> drat .74 (27) -.75 (26) -.79 (26) -.36 (26) 1 (29) -.75 (26) .10 (26)
#> wt -.87 (26) .79 (26) .91 (26) .60 (27) -.75 (26) 1 (29) -.16 (27)
#> vs am gear carb
#> mpg .67 (26) .53 (26) .41 (26) -.55 (27)
#> cyl -.86 (26) -.50 (26) -.54 (27) .53 (26)
#> disp -.72 (26) -.66 (26) -.75 (26) .38 (26)
#> hp -.69 (26) -.05 (27) -.06 (27) .74 (27)
#> drat .48 (27) .70 (27) .70 (26) -.14 (26)
#> wt -.58 (27) -.62 (26) -.58 (27) .42 (26)
#> [ reached getOption("max.print") -- omitted 5 rows ]
pwcor(mna, P = TRUE)
#> mpg cyl disp hp drat wt qsec vs am gear
#> mpg 1 -.86* -.81* -.71* .74* -.87* .38 .67* .53* .41*
#> cyl -.86* 1 .91* .81* -.75* .79* -.58* -.86* -.50* -.54*
#> disp -.81* .91* 1 .85* -.79* .91* -.36 -.72* -.66* -.75*
#> hp -.71* .81* .85* 1 -.36 .60* -.72* -.69* -.05 -.06
#> drat .74* -.75* -.79* -.36 1 -.75* .10 .48* .70* .70*
#> wt -.87* .79* .91* .60* -.75* 1 -.16 -.58* -.62* -.58*
#> carb
#> mpg -.55*
#> cyl .53*
#> disp .38
#> hp .74*
#> drat -.14
#> wt .42*
#> [ reached getOption("max.print") -- omitted 5 rows ]
pwcor(mna, N = TRUE, P = TRUE)
#> mpg cyl disp hp drat wt
#> mpg 1 (29) -.86* (26) -.81* (26) -.71* (26) .74* (27) -.87* (26)
#> cyl -.86* (26) 1 (29) .91* (26) .81* (26) -.75* (26) .79* (26)
#> disp -.81* (26) .91* (26) 1 (29) .85* (26) -.79* (26) .91* (26)
#> hp -.71* (26) .81* (26) .85* (26) 1 (29) -.36 (26) .60* (27)
#> drat .74* (27) -.75* (26) -.79* (26) -.36 (26) 1 (29) -.75* (26)
#> wt -.87* (26) .79* (26) .91* (26) .60* (27) -.75* (26) 1 (29)
#> qsec vs am gear carb
#> mpg .38 (26) .67* (26) .53* (26) .41* (26) -.55* (27)
#> cyl -.58* (26) -.86* (26) -.50* (26) -.54* (27) .53* (26)
#> disp -.36 (26) -.72* (26) -.66* (26) -.75* (26) .38 (26)
#> hp -.72* (26) -.69* (26) -.05 (27) -.06 (27) .74* (27)
#> drat .10 (26) .48* (27) .70* (27) .70* (26) -.14 (26)
#> wt -.16 (27) -.58* (27) -.62* (26) -.58* (27) .42* (26)
#> [ reached getOption("max.print") -- omitted 5 rows ]
aperm(pwcor(mna, N = TRUE, P = TRUE))
#> , , mpg
#>
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> r 1 -.86 -.81 -.71 .74 -.87 .38 .67 .53 .41 -.55
#> N 29 26 26 26 27 26 26 26 26 26 27
#> P .00 .00 .00 .00 .00 .06 .00 .01 .04 .00
#>
#> , , cyl
#>
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> r -.86 1 .91 .81 -.75 .79 -.58 -.86 -.50 -.54 .53
#> N 26 29 26 26 26 26 26 26 26 27 26
#> P .00 .00 .00 .00 .00 .00 .00 .01 .00 .01
#>
#> [ reached getOption("max.print") -- omitted 9 matrix slice(s) ]
print(pwcor(mna, N = TRUE, P = TRUE), digits = 3, sig.level = 0.01, show = "lower.tri")
#> mpg cyl disp hp drat wt
#> mpg 1 (29)
#> cyl -.859* (26) 1 (29)
#> disp -.811* (26) .913* (26) 1 (29)
#> hp -.713* (26) .812* (26) .852* (26) 1 (29)
#> drat .736* (27) -.753* (26) -.795* (26) -.361 (26) 1 (29)
#> wt -.866* (26) .793* (26) .910* (26) .601* (27) -.748* (26) 1 (29)
#> qsec vs am gear carb
#> mpg
#> cyl
#> disp
#> hp
#> drat
#> wt
#> [ reached getOption("max.print") -- omitted 5 rows ]
pwcor(mna, N = TRUE, P = TRUE, array = FALSE)
#> $r
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> mpg 1 -.86 -.81 -.71 .74 -.87 .38 .67 .53 .41 -.55
#> cyl -.86 1 .91 .81 -.75 .79 -.58 -.86 -.50 -.54 .53
#> disp -.81 .91 1 .85 -.79 .91 -.36 -.72 -.66 -.75 .38
#> hp -.71 .81 .85 1 -.36 .60 -.72 -.69 -.05 -.06 .74
#> drat .74 -.75 -.79 -.36 1 -.75 .10 .48 .70 .70 -.14
#> wt -.87 .79 .91 .60 -.75 1 -.16 -.58 -.62 -.58 .42
#> [ reached getOption("max.print") -- omitted 5 rows ]
#>
#> $N
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> mpg 29 26 26 26 27 26 26 26 26 26 27
#> cyl 26 29 26 26 26 26 26 26 26 27 26
#> disp 26 26 29 26 26 26 26 26 26 26 26
#> hp 26 26 26 29 26 27 26 26 27 27 27
#> drat 27 26 26 26 29 26 26 27 27 26 26
#> wt 26 26 26 27 26 29 27 27 26 27 26
#> [ reached getOption("max.print") -- omitted 5 rows ]
#>
#> $P
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> mpg .00 .00 .00 .00 .00 .06 .00 .01 .04 .00
#> cyl .00 .00 .00 .00 .00 .00 .00 .01 .00 .01
#> disp .00 .00 .00 .00 .00 .07 .00 .00 .00 .06
#> hp .00 .00 .00 .07 .00 .00 .00 .79 .75 .00
#> drat .00 .00 .00 .07 .00 .61 .01 .00 .00 .51
#> wt .00 .00 .00 .00 .00 .42 .00 .00 .00 .03
#> [ reached getOption("max.print") -- omitted 5 rows ]
#>
print(pwcor(mna, N = TRUE, P = TRUE, array = FALSE), show = "lower.tri")
#> $r
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> mpg 1
#> cyl -.86 1
#> disp -.81 .91 1
#> hp -.71 .81 .85 1
#> drat .74 -.75 -.79 -.36 1
#> wt -.87 .79 .91 .60 -.75 1
#> [ reached getOption("max.print") -- omitted 5 rows ]
#>
#> $N
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> mpg 29
#> cyl 26 29
#> disp 26 26 29
#> hp 26 26 26 29
#> drat 27 26 26 26 29
#> wt 26 26 26 27 26 29
#> [ reached getOption("max.print") -- omitted 5 rows ]
#>
#> $P
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> mpg
#> cyl .00
#> disp .00 .00
#> hp .00 .00 .00
#> drat .00 .00 .00 .07
#> wt .00 .00 .00 .00 .00
#> [ reached getOption("max.print") -- omitted 5 rows ]
#>