[R] cor(data.frame) infelicities

[Gabor Grothendieck]

You can calculate the Kendall rank correlation with such a matrix
so you would not want to exclude factors in that case:

> cor(iris, method = "kendall")
             Sepal.Length Sepal.Width Petal.Length Petal.Width    Species
Sepal.Length   1.00000000 -0.07699679    0.7185159   0.6553086  0.6704444
Sepal.Width   -0.07699679  1.00000000   -0.1859944  -0.1571257 -0.3376144
Petal.Length   0.71851593 -0.18599442    1.0000000   0.8068907  0.8229112
Petal.Width    0.65530856 -0.15712566    0.8068907   1.0000000  0.8396874
Species        0.67044444 -0.33761438    0.8229112   0.8396874  1.0000000


On Dec 3, 2007 9:27 AM, Michael Friendly <friendly at yorku.ca> wrote:
> In using cor(data.frame), it is annoying that you have to explicitly
> filter out non-numeric columns, and when you don't, the error message
> is misleading:
>
>  > cor(iris)
> Error in cor(iris) : missing observations in cov/cor
> In addition: Warning message:
> In cor(iris) : NAs introduced by coercion
>
> It would be nicer if stats:::cor() did the equivalent *itself* of the
> following for a data.frame:
>  > cor(iris[,sapply(iris, is.numeric)])
>              Sepal.Length Sepal.Width Petal.Length Petal.Width
> Sepal.Length    1.0000000  -0.1175698    0.8717538   0.8179411
> Sepal.Width    -0.1175698   1.0000000   -0.4284401  -0.3661259
> Petal.Length    0.8717538  -0.4284401    1.0000000   0.9628654
> Petal.Width     0.8179411  -0.3661259    0.9628654   1.0000000
>  >
>
> A change could be implemented here:
>     if (is.data.frame(x))
>         x <- as.matrix(x)
>
> Second, the default, use="all" throws an error if there are any
> NAs.  It would be nicer if the default was use="complete.cases",
> which would generate warnings instead.  Most other statistical
> software is more tolerant of missing data.
>
>  > library(corrgram)
>  > data(auto)
>  > cor(auto[,sapply(auto, is.numeric)])
> Error in cor(auto[, sapply(auto, is.numeric)]) :
>   missing observations in cov/cor
>  > cor(auto[,sapply(auto, is.numeric)],use="complete")
> # works; output elided
>
> -Michael
>
> --
> Michael Friendly     Email: friendly AT yorku DOT ca
> Professor, Psychology Dept.
> York University      Voice: 416 736-5115 x66249 Fax: 416 736-5814
> 4700 Keele Street    http://www.math.yorku.ca/SCS/friendly.html
> Toronto, ONT  M3J 1P3 CANADA
>
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