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2012 Oct 12
0
Creating a correlation matrix with significance levels
...t;- function(x){ require(Hmisc) x <- as.matrix(x) R <- rcorr(x)$r p <- rcorr(x)$P ## define notions for significance levels; spacing is important. mystars <- ifelse(p < .001, "***", ifelse(p < .01, "** ", ifelse(p < .05, "* ", " "))) ## trunctuate the matrix that holds the correlations to two decimal R <- format(round(cbind(rep(-1.11, ncol(x)), R), 2))[,-1] ## build a new matrix that includes the correlations with their apropriate stars Rnew <- matrix(paste(R, mystars, sep=""), ncol=ncol(x)) diag(Rnew) <- paste(diag(R), &...