[R] Correlation matrix one side with significance

[Chuck Cleland]

On 3/6/2008 2:07 PM, Martin Kaffanke wrote:
> Am Mittwoch, den 05.03.2008, 14:38 -0300 schrieb Henrique Dallazuanna:
>> Try this:
>>
>> On 05/03/2008, Martin Kaffanke <technik at roomandspace.com> wrote:
>>> Hi there!
>>>
>>>  In my case,
>>>
>>>  cor(d[1:20])
>>>
>>>  makes me a good correlation matrix.
>>>
>>>  Now I'd like to have it one sided, means only the left bottom side to be
>>>  printed (the others are the same) and I'd like to have * where the
>>>  p-value is lower than 0.05 and ** lower than 0.01.
>>>
>>>  How can I do this?
>> d <- matrix(rexp(16, 2), 4)
>> corr <- cor(d)
>> sign <- symnum(cor(d), cutpoints=c(0.05, 0.01), corr = T,
>> symbols=c("***", "**", "*"), abbr=T, diag=F)
>>
>> noquote(mapply(function(x, y)paste(x, format(y, dig=3), sep=''),
>> as.data.frame(unclass(sign)), as.data.frame(corr)))
> 
> Seems that we mark the value itself, but not the p-value.
> 
> So lets say, in a way I have to get the lower left half of a 
> 
> cor(el[1:20])
> 
> Then I need to calc all the values with a cor.test() to see for the
> p-value.  And the p-value should be lower than .05 or .01 -> this should
> make the * to the value.
> 
> Thanks,
> Martin

   Do you want something like the following, but with the upper triangle 
removed?

corstars <- function(x){
require(Hmisc)
x <- as.matrix(x)
R <- rcorr(x)$r
p <- rcorr(x)$P
mystars <- ifelse(p < .01, "**|", ifelse(p < .05, "* |", "  |"))
R <- format(round(cbind(rep(-1.111, ncol(x)), R), 3))[,-1]
Rnew <- matrix(paste(R, mystars, sep=""), ncol=ncol(x))
diag(Rnew) <- paste(diag(R), "  |", sep="")
rownames(Rnew) <- colnames(x)
colnames(Rnew) <- paste(colnames(x), "|", sep="")
Rnew <- as.data.frame(Rnew)
return(Rnew)
}

corstars(swiss[,1:4])
             Fertility| Agriculture| Examination| Education|
Fertility     1.000  |     0.353* |    -0.646**|  -0.664**|
Agriculture   0.353* |     1.000  |    -0.687**|  -0.640**|
Examination  -0.646**|    -0.687**|     1.000  |   0.698**|
Education    -0.664**|    -0.640**|     0.698**|   1.000  |

   I will leave the removing the upper triangle part to you - should be 
examples in the archives.

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-- 
Chuck Cleland, Ph.D.
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