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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