[R] Pearson and Spearman correlation coeffcients matrix

[Ivar Herfindal]

Douglas Bates wrote:

> On 7/3/05, Nuno Soares <ndsoares at mail.telepac.pt> wrote:
> 
>>Hi everyone,
>>
>>I've been trying to find a function that outputs the Pearson and/or Spearman
>>correlation coefficients for several variables with the associated
>>statistics in one single table/matrix. For what I've been able to understand
>>the Stats package is only able to compute these coeficients/statistics only
>>in defined pairs. This becomes time consuming when we want to determine
>>these measures with, say, 10 variables or more. Does anyone knows a solution
>>to this?
> 
> 
> I believe that the cor function already does what you want.  Check
> 
> ?cor
> 
> and 
> 
> example(cor)
> 
> If the first argument to cor is a matrix, it returns the correlation
> matrix of all the columns.
> 
> 
You can also try the rcorr function in the Hmisc package (or bundle or 
whatever it is called). It returns one matrix with correlation 
coefficients and one matrix with p-values.

Ivar