[R] A possible too old question on significant test of correlation matrix

Guo Wei-Wei wwguocn at gmail.com
Mon Jul 10 07:27:53 CEST 2006


Dear all,

I'm working on a data.frame named en.data, which has n cases and m columns.
I generate the correlation matrix of en.data by

> cor(en.data)

I find that there is no p-value on each correlation in the correlation
matrix. I searched in the R-help mail list and found some related
posts, but I didn't find direct way to solve the problem. Someone said
to use cor.test() or t.test(). The problem is that cor.test() and
t.test() can only apply on two vectors, not on a data.frame or a
matrix.

My solution is

for (i in 1:(ncol(en.data) -1)) {
   cor.test(en.data[,i], en.data[, i+1])
}

I think it is a stupid way. Is there a direct way to do so? After all,
it is a basic function to generate significant level of a correlation
in a correlation matrix.

Thank you in advance!
Wei-Wei



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