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

[Gavin Simpson]

On Mon, 2006-07-10 at 12:48 +0100, Gavin Simpson wrote:
> On Mon, 2006-07-10 at 16:22 +0800, Guo Wei-Wei wrote:
> > Hi, Gavin, your program is excellent. Thank  you very much!
> > 
> > And I have two further questions.
> > 
> > 1. Since it is very possible that the data contains missing value and
> > the program will failed against missing values, I have to delete all
> > the cases contained NA. Can it be done pairwisely?
> 
> Yes, with a modification to accept and pass on argument "use", e.g.:
> 
> data(iris)
> ## copy data
> iris2 <- iris
> ## simulate some missing values in Sepal.Length
> iris2[sample(1:nrow(iris2), 5), 1] <- NA
> 
> ## corProb matrix with missing values
> temp <- corProb(iris2[,1:4], use = "pairwise.complete.obs")
> 
> See ?cor for the options you can specify for "use". You'll need to paste
> in the functions below for this to work.
> 
> > 2. Can the program show t values instead of p values?
> 
> Yes - this is R! The function Bill Venables wrote uses F-values, so I
> looked at what cor.test was doing and modified the function to compute
> either t or F values and to return them or their p-values.

Oops, there was a simple error in the print method. Fixed below:

print.corProb <- function(x, digits = getOption("digits"),
                          quote = FALSE, na.print = "",
                          justify = "none", ...) {
  xx <- format(unclass(round(x, digits = 4)), digits = digits,
               justify = justify)
  if (any(ina <- is.na(x)))
    xx[ina] <- na.print
  cat("\nCorrelations are shown below the diagonal\n")
  if(attr(x, "pval"))
     cat(paste("P-values of the ", attr(x, "type"),
               "-statistics are shown above the diagonal\n\n",
               sep = ""))
  else
     cat(paste(attr(x, "type"),
               "-values are shown above the diagonal\n\n",
               sep = ""))
  if(attr(x, "type") == "t") {
    hypoth <- switch(attr(x, "hypoth"),
                     less = "less than 0",
                     greater = "greater than 0",
                     two.sided = "not equal to 0")
    cat(paste("alternative hypothesis: true correlation is",
              hypoth, "\n\n"))
  }
  print.default(xx, quote = quote, ...)
  invisible(x)
}

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 Gavin Simpson                 [t] +44 (0)20 7679 0522
 ECRC & ENSIS, UCL Geography,  [f] +44 (0)20 7679 0565
 Pearson Building,             [e] gavin.simpsonATNOSPAMucl.ac.uk
 Gower Street, London          [w] http://www.ucl.ac.uk/~ucfagls/cv/
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