[R] Correlation matrix removing insignificant R values

[R. Michael Weylandt]

Looking over the code below, I think this patched version might return
a better answer:

spec.cor <- function(dat, r, ...) {
    x <- cor(dat, ...)
    x[upper.tri(x, TRUE)] <- NA
    i <- which(abs(x) >= r, arr.ind = TRUE)
    data.frame(V1 = rownames(x)[i[,1]], V2 = colnames(x)[i[,2]], Value = x[i])
}

On Thu, Nov 24, 2011 at 12:03 AM, R. Michael Weylandt
<michael.weylandt at gmail.com> wrote:
> There have been two threads dealing with this in the last few weeks:
> please search the recent archives for those threads for a good
> discussion -- end result: Josh Wiley provided a useful little function
> to do so that I'll copy below. RSeek.org is a good place to do your
> searching.
>
> spec.cor <- function(dat, r, ...) {
>    x <- cor(dat, ...)
>    x[upper.tri(x, TRUE)] <- NA
>    i <- which(abs(x) >= r, arr.ind = TRUE)
>    data.frame(matrix(colnames(x)[as.vector(i)], ncol = 2), value = x[i])
> }
>
> Michael
>
> On Wed, Nov 23, 2011 at 7:34 AM, mgranlie <mads at granlie.dk> wrote:
>> Hello.
>>
>> I have a large dataset with sales pr month for 56 products with 10 months
>> and i have tried to see how the sales are correlated using
>> cor()
>>
>> This has given me a 56X56 matrix with the R value for each product pair.
>> Most of these correlations are insignificant, and i want only to retain the
>> instances were the R value is significant (for 10 observations it should be
>> above 0.64)
>>
>> Can someone help with this?
>>
>> --
>> View this message in context: http://r.789695.n4.nabble.com/Correlation-matrix-removing-insignificant-R-values-tp4099412p4099412.html
>> Sent from the R help mailing list archive at Nabble.com.
>>
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