[R] p-values of correlation matrix

Dimitris Rizopoulos d.rizopoulos at erasmusmc.nl
Mon Apr 13 19:21:04 CEST 2009

Have a look at function rcor.test() from package ltm, e.g.,

mat <- matrix(rnorm(1000), 100, 10, dimnames = list(NULL, LETTERS[1:10]))
rcor.test(mat, method = "kendall")
rcor.test(mat, method = "spearman")

I hope it helps.


> Hello,
> I have a data frame containing several parameters. I want to investigate
> pair wise correlations between all of the parameters. For doing so I used
> the command cor(data.frame, method=”spearman”), the result is a matrix
> giving me the correlation coefficients of each pair, but not the p-values.
> Is it possible to get same matrix showing just the p-values instead of the
> correlation coefficients? As far as I know the command cor.test just works
> for two given vector, but not for a whole data frame.
> Thanks!
> -----
> Tamara Hoebinger
> University of Vienna
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Dimitris Rizopoulos
Assistant Professor
Department of Biostatistics
Erasmus University Medical Center

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