R help - Mar 2012 - Correlation between 2 matrices but with subset of variables

Dear All,
I have two matrices A (40 x 732) and B (40 x 1230) and would like to calculate
correlation between them.  I can use: cor(A,B, method="pearson") to
calculate correlation between all possible pairs. But the issue is that there is
one-many specific mappings between A and B and I just need to calculate
correlations for those pairs (not all). Some variables in A (proteins, say p1)
have more than 3 (or 2 or 1) corresponding mapping in B (mRNA, say, m1,m2,m3)
and I would like calculate correlations between p1-m1, p1-m2, and p1-m3 and then
for the second variable p2 etc. 
I have the mapping information in another file (annotation file). Could you
please suggest me how to do that?
Thanks in advance.
Kind regards,Ezhil  
	[[alternative HTML version deleted]]

Example data would be helpful 



A Ezhil wrote
> 
> Dear All,
> I have two matrices A (40 x 732) and B (40 x 1230) and would like to
> calculate correlation between them. ?I can use: cor(A,B,
method="pearson")
> to calculate correlation between all possible pairs. But the issue is that
> there is one-many specific mappings between A and B and I just need to
> calculate correlations for those pairs (not all). Some variables in A
> (proteins, say p1) have more than 3 (or 2 or 1) corresponding mapping in B
> (mRNA, say, m1,m2,m3) and I would like calculate correlations between
> p1-m1, p1-m2, and p1-m3 and then for the second variable p2 etc.?
> I have the mapping information in another file (annotation file). Could
> you please suggest me how to do that?
> Thanks in advance.
> Kind regards,Ezhil ?
> 	[[alternative HTML version deleted]]
> 
> 
> ______________________________________________
> R-help@ mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 

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Well, it would be possible to set something up to select out just the
right pairs each time, but on my system the following

a <- matrix(rnorm(40 * 732), 40)
b <- matrix(rnorm(40 * 1230), 40)

system.time(cor(a,b,method = "pearson"))

takes about a tenth of a second so any more elective approach will
probably loose in the interpreter time needed for all the subsetting.
The slowest calculation  of this sort (Kendall correlation) takes
about 30 seconds.

In short, just do cor(A,B, method = "pearson") and then subset from
the overall correlation matrix.

Michael

On Thu, Mar 8, 2012 at 6:57 PM, A Ezhil <ezhil02 at yahoo.com>
wrote:
> Dear All,
> I have two matrices A (40 x 732) and B (40 x 1230) and would like to
calculate correlation between them. ?I can use: cor(A,B,
method="pearson") to calculate correlation between all possible pairs.
But the issue is that there is one-many specific mappings between A and B and I
just need to calculate correlations for those pairs (not all). Some variables in
A (proteins, say p1) have more than 3 (or 2 or 1) corresponding mapping in B
(mRNA, say, m1,m2,m3) and I would like calculate correlations between p1-m1,
p1-m2, and p1-m3 and then for the second variable p2 etc.
> I have the mapping information in another file (annotation file). Could you
please suggest me how to do that?
> Thanks in advance.
> Kind regards,Ezhil
> ? ? ? ?[[alternative HTML version deleted]]
>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

On Thu, Mar 08, 2012 at 03:57:06PM -0800, A Ezhil wrote:
> Dear All,
> I have two matrices A (40 x 732) and B (40 x 1230) and would like to
calculate correlation between them. ?I can use: cor(A,B,
method="pearson") to calculate correlation between all possible pairs.
But the issue is that there is one-many specific mappings between A and B and I
just need to calculate correlations for those pairs (not all). Some variables in
A (proteins, say p1) have more than 3 (or 2 or 1) corresponding mapping in B
(mRNA, say, m1,m2,m3) and I would like calculate correlations between p1-m1,
p1-m2, and p1-m3 and then for the second variable p2 etc.?
> I have the mapping information in another file (annotation file). Could you
please suggest me how to do that?
Hi.

Try the following.

1. Create some simple data

  X <- matrix(rnorm(15), nrow=5, ncol=3)
  Y <- matrix(rnorm(25), nrow=5, ncol=5)

2. Choose a table of pairs of columns, for which the correlation
   should be computed, and expand the matrices.

  ind <- rbind(
    c(1, 1),
    c(1, 2),
    c(2, 2),
    c(3, 3),
    c(3, 4),
    c(3, 5))

  X1 <- X[, ind[, 1]]
  Y1 <- Y[, ind[, 2]]

3. Compute the correlations between X1[, i] and Y1[, i] and
   compare to the diagonal of cor(X1, Y1)

  parallel.cor <- function(X, Y)
  {
      X <- sweep(X, 2, colMeans(X))
      Y <- sweep(Y, 2, colMeans(Y))
      colSums(X*Y)/sqrt(colSums(X^2)*colSums(Y^2))
  }

  out <- parallel.cor(X1, Y1)
  verif <- diag(cor(X1, Y1))
  all.equal(out, verif)

  [1] TRUE

Hope this helps.

Petr Savicky.

Dear Peter,

Thank you very much. 

Best regards,
Ezhil

--- On Fri, 3/9/12, Petr Savicky <savicky at cs.cas.cz> wrote:
> From: Petr Savicky <savicky at cs.cas.cz>
> Subject: Re: [R] Correlation between 2 matrices but with subset of
variables
> To: r-help at r-project.org
> Date: Friday, March 9, 2012, 1:18 PM
> On Thu, Mar 08, 2012 at 03:57:06PM
> -0800, A Ezhil wrote:
> > Dear All,
> > I have two matrices A (40 x 732) and B (40 x 1230) and
> would like to calculate correlation between them. ?I can
> use: cor(A,B, method="pearson") to calculate correlation
> between all possible pairs. But the issue is that there is
> one-many specific mappings between A and B and I just need
> to calculate correlations for those pairs (not all). Some
> variables in A (proteins, say p1) have more than 3 (or 2 or
> 1) corresponding mapping in B (mRNA, say, m1,m2,m3) and I
> would like calculate correlations between p1-m1, p1-m2, and
> p1-m3 and then for the second variable p2 etc.?
> > I have the mapping information in another file
> (annotation file). Could you please suggest me how to do
> that?
> 
> Hi.
> 
> Try the following.
> 
> 1. Create some simple data
> 
> ? X <- matrix(rnorm(15), nrow=5, ncol=3)
> ? Y <- matrix(rnorm(25), nrow=5, ncol=5)
> 
> 2. Choose a table of pairs of columns, for which the
> correlation
> ???should be computed, and expand the
> matrices.
> 
> ? ind <- rbind(
> ? ? c(1, 1),
> ? ? c(1, 2),
> ? ? c(2, 2),
> ? ? c(3, 3),
> ? ? c(3, 4),
> ? ? c(3, 5))
> 
> ? X1 <- X[, ind[, 1]]
> ? Y1 <- Y[, ind[, 2]]
> 
> 3. Compute the correlations between X1[, i] and Y1[, i] and
> ???compare to the diagonal of cor(X1, Y1)
> 
> ? parallel.cor <- function(X, Y)
> ? {
> ? ? ? X <- sweep(X, 2, colMeans(X))
> ? ? ? Y <- sweep(Y, 2, colMeans(Y))
> ? ? ?
> colSums(X*Y)/sqrt(colSums(X^2)*colSums(Y^2))
> ? }
> 
> ? out <- parallel.cor(X1, Y1)
> ? verif <- diag(cor(X1, Y1))
> ? all.equal(out, verif)
> 
> ? [1] TRUE
> 
> Hope this helps.
> 
> Petr Savicky.
> 
> ______________________________________________
> R-help at r-project.org
> mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible
> code.
>