On Mon, 2006-07-10 at 13:27 +0800, Guo Wei-Wei wrote: > Dear all, > > I'm working on a data.frame named en.data, which has n cases and m columns. > I generate the correlation matrix of en.data by > > > cor(en.data) > > I find that there is no p-value on each correlation in the correlation > matrix. I searched in the R-help mail list and found some related > posts, but I didn't find direct way to solve the problem. Someone said > to use cor.test() or t.test(). The problem is that cor.test() and > t.test() can only apply on two vectors, not on a data.frame or a > matrix. > > My solution is > > for (i in 1:(ncol(en.data) -1)) { > cor.test(en.data[,i], en.data[, i+1]) > } > > I think it is a stupid way. Is there a direct way to do so? After all, > it is a basic function to generate significant level of a correlation > in a correlation matrix. > > Thank you in advance! > Wei-Wei
Hi, Bill Venables posted a solution to this on the R-Help list in Jan 2000. I made a minor modification to add a class to the result and wrote a print method (which could probably do with some tidying but it works). E.g.: # paste in the functions below, then data(iris) corProb(iris[,1:4]) ## prints Correlations are shown below the diagonal P-values are shown above the diagonal Sepal.Length Sepal.Width Petal.Length Petal.Width Sepal.Length 1.0000 0.1519 0.0000 0.0000 Sepal.Width -0.1176 1.0000 0.0000 0.0000 Petal.Length 0.8718 -0.4284 1.0000 0.0000 Petal.Width 0.8179 -0.3661 0.9629 1.0000 Is this what you want? HTH G # correlation function # based on post by Bill Venables on R-Help # Date: Tue, 04 Jan 2000 15:05:39 +1000 # https://stat.ethz.ch/pipermail/r-help/2000-January/009758.html # modified by G L Simpson, September 2003 # version 0.2: added print.cor.prob # added class statement to cor.prob # version 0.1: original function of Bill Venables corProb <- function(X, dfr = nrow(X) - 2) { R <- cor(X) above <- row(R) < col(R) r2 <- R[above]^2 Fstat <- r2 * dfr / (1 - r2) R[above] <- 1 - pf(Fstat, 1, dfr) class(R) <- "corProb" R } print.corProb <- function(x, digits = getOption("digits"), quote = FALSE, na.print = "", justify = "none", ...) { xx <- format(unclass(round(x, digits = 4)), digits = digits, justify = justify) if (any(ina <- is.na(x))) xx[ina] <- na.print cat("\nCorrelations are shown below the diagonal\n") cat("P-values are shown above the diagonal\n\n") print(xx, quote = quote, ...) invisible(x) } -- %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% *Note new Address and Fax and Telephone numbers from 10th April 2006* %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% Gavin Simpson [t] +44 (0)20 7679 0522 ECRC [f] +44 (0)20 7679 0565 UCL Department of Geography Pearson Building [e] gavin.simpsonATNOSPAMucl.ac.uk Gower Street London, UK [w] http://www.ucl.ac.uk/~ucfagls/cv/ WC1E 6BT [w] http://www.ucl.ac.uk/~ucfagls/ %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% ______________________________________________ R-help@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