Hi all: I have a question on how to go about creating a correlation matrix. I have a huge amount of data....21 variables for 3471 times. I want to see how each of the variables correlate to each other. Any help would be appreciated, including which package and which functions I should use to do this. Thanks, Jessica Higgs Masters Student Department of Meteorology Penn State University
Have you considered "cor"? The command
'help.search("correlation")' suggests among other functions
"var(stats)", the documentation for which also includes
"cor".
If this is not adequate, "PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html ". It may help you get more
useful replies in the future.
spencer graves
Jessica Higgs wrote:
> Hi all:
>
> I have a question on how to go about creating a correlation matrix. I
> have a huge amount of data....21 variables for 3471 times. I want to
> see how each of the variables correlate to each other. Any help would
> be appreciated, including which package and which functions I should
> use to do this.
>
> Thanks,
> Jessica Higgs
>
> Masters Student
> Department of Meteorology
> Penn State University
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
>From the help for cor (from the stats package):"If x and y are matrices then the covariances (or correlations) between the columns of x and the columns of y are computed." So if you make a matrix with each column corresponding to one of your variables, you can get what you're after. For future reference, help.search("correlation") turns up the proper page as the first suggestion. Hope this helps, Matt Wiener -----Original Message----- From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Jessica Higgs Sent: Monday, February 07, 2005 10:58 AM To: R-help at stat.math.ethz.ch Subject: [R] Creating a correlation Matrix Hi all: I have a question on how to go about creating a correlation matrix. I have a huge amount of data....21 variables for 3471 times. I want to see how each of the variables correlate to each other. Any help would be appreciated, including which package and which functions I should use to do this. Thanks, Jessica Higgs Masters Student Department of Meteorology Penn State University ______________________________________________ R-help at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Le 07.02.2005 16:58, Jessica Higgs a ?crit :> Hi all: > > I have a question on how to go about creating a correlation matrix. I > have a huge amount of data....21 variables for 3471 times. I want to > see how each of the variables correlate to each other. Any help would > be appreciated, including which package and which functions I should > use to do this. >Hello, that is not that huge and what is wrong with ?cor A <- matrix(rnorm(21*3471),ncol=21) #you should replace A by your data matcor <- cor(A) #that is your correlation matrix image(matcor) # and how to watch it heatmap(matcor) # an other way to watch it Hope this helps. Romain -- Romain FRANCOIS : francoisromain at free.fr page web : http://addictedtor.free.fr/ (en construction) 06 18 39 14 69 / 01 46 80 65 60 _______________________________________________________ Etudiant en 3eme ann?e Institut de Statistique de l'Universit? de Paris (ISUP) Fili?re Industrie et Services http://www.isup.cicrp.jussieu.fr/
I've tried using cor() by the following sequence:
C <- cor(x, y = NULL, use = "all.obs", method =
c("pearson"))
where x is my matrix of 21 columns and 3471 rows.
and I get this error:
Error in cor(x, y = NULL, use = "all.obs", method =
c("pearson")) :
missing observations in cov/cor
any suggestions?
At 08:32 AM 2/7/2005 -0800, Spencer Graves wrote:> Have you considered "cor"? The command
'help.search("correlation")'
> suggests among other functions "var(stats)", the documentation
for which
> also includes "cor".
> If this is not adequate, "PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html ". It may help you get
more
> useful replies in the future. spencer graves
>
>Jessica Higgs wrote:
>
>>Hi all:
>>
>>I have a question on how to go about creating a correlation matrix. I
>>have a huge amount of data....21 variables for 3471 times. I want to see
>>how each of the variables correlate to each other. Any help would be
>>appreciated, including which package and which functions I should use to
>>do this.
>>
>>Thanks,
>>Jessica Higgs
>>
>>Masters Student
>>Department of Meteorology
>>Penn State University
>>
>>______________________________________________
>>R-help at stat.math.ethz.ch mailing list
>>https://stat.ethz.ch/mailman/listinfo/r-help
>>PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html
>
>
It looks like you have missing observations. With the "use" argument,
you
can specify complete observations or pairwise-complete observations.
Hope this helps,
Matt Wiener
-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Jessica Higgs
Sent: Monday, February 07, 2005 12:54 PM
To: Spencer Graves; R-help at stat.math.ethz.ch
Subject: Re: [R] Creating a correlation Matrix
I've tried using cor() by the following sequence:
C <- cor(x, y = NULL, use = "all.obs", method =
c("pearson"))
where x is my matrix of 21 columns and 3471 rows.
and I get this error:
Error in cor(x, y = NULL, use = "all.obs", method =
c("pearson")) :
missing observations in cov/cor
any suggestions?
At 08:32 AM 2/7/2005 -0800, Spencer Graves wrote:> Have you considered "cor"? The command
'help.search("correlation")'
> suggests among other functions "var(stats)", the documentation
for which
> also includes "cor".
> If this is not adequate, "PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html ". It may help you get
more
> useful replies in the future. spencer graves
>
>Jessica Higgs wrote:
>
>>Hi all:
>>
>>I have a question on how to go about creating a correlation matrix. I
>>have a huge amount of data....21 variables for 3471 times. I want to see
>>how each of the variables correlate to each other. Any help would be
>>appreciated, including which package and which functions I should use to
>>do this.
>>
>>Thanks,
>>Jessica Higgs
>>
>>Masters Student
>>Department of Meteorology
>>Penn State University
>>
>>______________________________________________
>>R-help at stat.math.ethz.ch mailing list
>>https://stat.ethz.ch/mailman/listinfo/r-help
>>PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html>
>
______________________________________________
R-help at stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html