Correlation matrix one side with significance

[Martin Kaffanke]

Hi there!

In my case,

cor(d[1:20])

makes me a good correlation matrix.

Now I'd like to have it one sided, means only the left bottom side to be
printed (the others are the same) and I'd like to have * where the
p-value is lower than 0.05 and ** lower than 0.01.

How can I do this?

And another thing: Is there a way to output that table as a latex table?

Thanks,
Martin

--
Ihr Partner für Webdesign, Webapplikationen und Webspace.
http://www.roomandspace.com/
Martin Kaffanke [phone]


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[Henrique Dallazuanna]

Try this:

On 05/03/2008, Martin Kaffanke <technik@...> wrote:

> Hi there!
>
>  In my case,
>
>  cor(d[1:20])
>
>  makes me a good correlation matrix.
>
>  Now I'd like to have it one sided, means only the left bottom side to be
>  printed (the others are the same) and I'd like to have * where the
>  p-value is lower than 0.05 and ** lower than 0.01.
>
>  How can I do this?

d <- matrix(rexp(16, 2), 4)
corr <- cor(d)
sign <- symnum(cor(d), cutpoints=c(0.05, 0.01), corr = T,
symbols=c("***", "**", "*"), abbr=T, diag=F)

noquote(mapply(function(x, y)paste(x, format(y, dig=3), sep=''),
as.data.frame(unclass(sign)), as.data.frame(corr)))



>  And another thing: Is there a way to output that table as a latex table?

See ?latex function in Hmisc package and also xtable package

>  Thanks,
>  Martin
>
>
>  --
>  Ihr Partner für Webdesign, Webapplikationen und Webspace.
>  http://www.roomandspace.com/
>  Martin Kaffanke [phone]
>
> ______________________________________________
>  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.
>
>
>

--
Henrique Dallazuanna
Curitiba-Paraná-Brasil
25° 25' 40" S 49° 16' 22" O

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[Martin Kaffanke]

Am Mittwoch, den 05.03.2008, 14:38 -0300 schrieb Henrique Dallazuanna:

> Try this:
>
> On 05/03/2008, Martin Kaffanke <technik@...> wrote:
> > Hi there!
> >
> >  In my case,
> >
> >  cor(d[1:20])
> >
> >  makes me a good correlation matrix.
> >
> >  Now I'd like to have it one sided, means only the left bottom side to be
> >  printed (the others are the same) and I'd like to have * where the
> >  p-value is lower than 0.05 and ** lower than 0.01.
> >
> >  How can I do this?
>
> d <- matrix(rexp(16, 2), 4)
> corr <- cor(d)
> sign <- symnum(cor(d), cutpoints=c(0.05, 0.01), corr = T,
> symbols=c("***", "**", "*"), abbr=T, diag=F)
>
> noquote(mapply(function(x, y)paste(x, format(y, dig=3), sep=''),
> as.data.frame(unclass(sign)), as.data.frame(corr)))

Seems that we mark the value itself, but not the p-value.

So lets say, in a way I have to get the lower left half of a

cor(el[1:20])

Then I need to calc all the values with a cor.test() to see for the
p-value.  And the p-value should be lower than .05 or .01 -> this should
make the * to the value.

Thanks,
Martin


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[Henrique Dallazuanna]

Please provide a example of what you want

On 06/03/2008, Martin Kaffanke <technik@...> wrote:

>
>  Am Mittwoch, den 05.03.2008, 14:38 -0300 schrieb Henrique Dallazuanna:
>
> > Try this:
>  >
>  > On 05/03/2008, Martin Kaffanke <technik@...> wrote:
>  > > Hi there!
>  > >
>  > >  In my case,
>  > >
>  > >  cor(d[1:20])
>  > >
>  > >  makes me a good correlation matrix.
>  > >
>  > >  Now I'd like to have it one sided, means only the left bottom side to be
>  > >  printed (the others are the same) and I'd like to have * where the
>  > >  p-value is lower than 0.05 and ** lower than 0.01.
>  > >
>  > >  How can I do this?
>  >
>  > d <- matrix(rexp(16, 2), 4)
>  > corr <- cor(d)
>  > sign <- symnum(cor(d), cutpoints=c(0.05, 0.01), corr = T,
>  > symbols=c("***", "**", "*"), abbr=T, diag=F)
>  >
>  > noquote(mapply(function(x, y)paste(x, format(y, dig=3), sep=''),
>  > as.data.frame(unclass(sign)), as.data.frame(corr)))
>
>
> Seems that we mark the value itself, but not the p-value.
>
>  So lets say, in a way I have to get the lower left half of a
>
>  cor(el[1:20])
>
>  Then I need to calc all the values with a cor.test() to see for the
>  p-value.  And the p-value should be lower than .05 or .01 -> this should
>  make the * to the value.
>
>  Thanks,
>
> Martin
>
>

--
Henrique Dallazuanna
Curitiba-Paraná-Brasil
25° 25' 40" S 49° 16' 22" O

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[Chuck Cleland]

On 3/6/2008 2:07 PM, Martin Kaffanke wrote:

> Am Mittwoch, den 05.03.2008, 14:38 -0300 schrieb Henrique Dallazuanna:
>> Try this:
>>
>> On 05/03/2008, Martin Kaffanke <technik@...> wrote:
>>> Hi there!
>>>
>>>  In my case,
>>>
>>>  cor(d[1:20])
>>>
>>>  makes me a good correlation matrix.
>>>
>>>  Now I'd like to have it one sided, means only the left bottom side to be
>>>  printed (the others are the same) and I'd like to have * where the
>>>  p-value is lower than 0.05 and ** lower than 0.01.
>>>
>>>  How can I do this?
>> d <- matrix(rexp(16, 2), 4)
>> corr <- cor(d)
>> sign <- symnum(cor(d), cutpoints=c(0.05, 0.01), corr = T,
>> symbols=c("***", "**", "*"), abbr=T, diag=F)
>>
>> noquote(mapply(function(x, y)paste(x, format(y, dig=3), sep=''),
>> as.data.frame(unclass(sign)), as.data.frame(corr)))
>
> Seems that we mark the value itself, but not the p-value.
>
> So lets say, in a way I have to get the lower left half of a
>
> cor(el[1:20])
>
> Then I need to calc all the values with a cor.test() to see for the
> p-value.  And the p-value should be lower than .05 or .01 -> this should
> make the * to the value.
>
> Thanks,
> Martin

   Do you want something like the following, but with the upper triangle
removed?

corstars <- function(x){
require(Hmisc)
x <- as.matrix(x)
R <- rcorr(x)$r
p <- rcorr(x)$P
mystars <- ifelse(p < .01, "**|", ifelse(p < .05, "* |", "  |"))
R <- format(round(cbind(rep(-1.111, ncol(x)), R), 3))[,-1]
Rnew <- matrix(paste(R, mystars, sep=""), ncol=ncol(x))
diag(Rnew) <- paste(diag(R), "  |", sep="")
rownames(Rnew) <- colnames(x)
colnames(Rnew) <- paste(colnames(x), "|", sep="")
Rnew <- as.data.frame(Rnew)
return(Rnew)
}

corstars(swiss[,1:4])
             Fertility| Agriculture| Examination| Education|
Fertility     1.000  |     0.353* |    -0.646**|  -0.664**|
Agriculture   0.353* |     1.000  |    -0.687**|  -0.640**|
Examination  -0.646**|    -0.687**|     1.000  |   0.698**|
Education    -0.664**|    -0.640**|     0.698**|   1.000  |

   I will leave the removing the upper triangle part to you - should be
examples in the archives.

> ------------------------------------------------------------------------
>
> ______________________________________________
> 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.

--
Chuck Cleland, Ph.D.
NDRI, Inc.
71 West 23rd Street, 8th floor
New York, NY 10010
tel: [phone] (Tu, Th)
tel: [phone] (M, W, F)
fax: [phone]

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[Martin Kaffanke]

Thank you, thats really good and gives me very good information.

Thanks,
Martin

Am Donnerstag, den 06.03.2008, 14:35 -0500 schrieb Chuck Cleland:

> On 3/6/2008 2:07 PM, Martin Kaffanke wrote:
> > Am Mittwoch, den 05.03.2008, 14:38 -0300 schrieb Henrique Dallazuanna:
> >> Try this:
> >>
> >> On 05/03/2008, Martin Kaffanke <technik@...> wrote:
> >>> Hi there!
> >>>
> >>>  In my case,
> >>>
> >>>  cor(d[1:20])
> >>>
> >>>  makes me a good correlation matrix.
> >>>
> >>>  Now I'd like to have it one sided, means only the left bottom side to be
> >>>  printed (the others are the same) and I'd like to have * where the
> >>>  p-value is lower than 0.05 and ** lower than 0.01.
> >>>
> >>>  How can I do this?
> >> d <- matrix(rexp(16, 2), 4)
> >> corr <- cor(d)
> >> sign <- symnum(cor(d), cutpoints=c(0.05, 0.01), corr = T,
> >> symbols=c("***", "**", "*"), abbr=T, diag=F)
> >>
> >> noquote(mapply(function(x, y)paste(x, format(y, dig=3), sep=''),
> >> as.data.frame(unclass(sign)), as.data.frame(corr)))
> >
> > Seems that we mark the value itself, but not the p-value.
> >
> > So lets say, in a way I have to get the lower left half of a
> >
> > cor(el[1:20])
> >
> > Then I need to calc all the values with a cor.test() to see for the
> > p-value.  And the p-value should be lower than .05 or .01 -> this should
> > make the * to the value.
> >
> > Thanks,
> > Martin
>
>    Do you want something like the following, but with the upper triangle
> removed?
>
> corstars <- function(x){
> require(Hmisc)
> x <- as.matrix(x)
> R <- rcorr(x)$r
> p <- rcorr(x)$P
> mystars <- ifelse(p < .01, "**|", ifelse(p < .05, "* |", "  |"))
> R <- format(round(cbind(rep(-1.111, ncol(x)), R), 3))[,-1]
> Rnew <- matrix(paste(R, mystars, sep=""), ncol=ncol(x))
> diag(Rnew) <- paste(diag(R), "  |", sep="")
> rownames(Rnew) <- colnames(x)
> colnames(Rnew) <- paste(colnames(x), "|", sep="")
> Rnew <- as.data.frame(Rnew)
> return(Rnew)
> }
>
> corstars(swiss[,1:4])
>              Fertility| Agriculture| Examination| Education|
> Fertility     1.000  |     0.353* |    -0.646**|  -0.664**|
> Agriculture   0.353* |     1.000  |    -0.687**|  -0.640**|
> Examination  -0.646**|    -0.687**|     1.000  |   0.698**|
> Education    -0.664**|    -0.640**|     0.698**|   1.000  |
>
>    I will leave the removing the upper triangle part to you - should be
> examples in the archives.
>
> > ------------------------------------------------------------------------
> >
> > ______________________________________________
> > 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.
>

--

Ihr Partner für Webdesign, Webapplikationen und Webspace.
http://www.roomandspace.com/
Martin Kaffanke [phone]


______________________________________________
R-help@... mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

[Liviu Andronic]

On 3/5/08, Martin Kaffanke <technik@...> wrote:
>  Now I'd like to have it one sided, means only the left bottom side to be
>  printed (the others are the same) and I'd like to have * where the
>  p-value is lower than 0.05 and ** lower than 0.01.

Look here [1], at "Visualizing Correlations". You might find
interesting the example of a plotted correlation matrix.

Liviu

[1] http://www.statmethods.net/stats/correlations.html

______________________________________________
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.

[Gabor Grothendieck]

If your purpose is simply to represent a correlation matrix it in a more
compact way see ?symnum, the corrgram package and an example in the
book Multivariate Data Visualization (regarding which gives a lattice
implementation).

On Fri, Mar 7, 2008 at 2:15 PM, Martin Kaffanke
<technik@...> wrote:

> Thank you, thats really good and gives me very good information.
>
> Thanks,
> Martin
>
> Am Donnerstag, den 06.03.2008, 14:35 -0500 schrieb Chuck Cleland:
>> On 3/6/2008 2:07 PM, Martin Kaffanke wrote:
>> > Am Mittwoch, den 05.03.2008, 14:38 -0300 schrieb Henrique Dallazuanna:
>> >> Try this:
>> >>
>> >> On 05/03/2008, Martin Kaffanke <technik@...> wrote:
>> >>> Hi there!
>> >>>
>> >>>  In my case,
>> >>>
>> >>>  cor(d[1:20])
>> >>>
>> >>>  makes me a good correlation matrix.
>> >>>
>> >>>  Now I'd like to have it one sided, means only the left bottom side to be
>> >>>  printed (the others are the same) and I'd like to have * where the
>> >>>  p-value is lower than 0.05 and ** lower than 0.01.
>> >>>
>> >>>  How can I do this?
>> >> d <- matrix(rexp(16, 2), 4)
>> >> corr <- cor(d)
>> >> sign <- symnum(cor(d), cutpoints=c(0.05, 0.01), corr = T,
>> >> symbols=c("***", "**", "*"), abbr=T, diag=F)
>> >>
>> >> noquote(mapply(function(x, y)paste(x, format(y, dig=3), sep=''),
>> >> as.data.frame(unclass(sign)), as.data.frame(corr)))
>> >
>> > Seems that we mark the value itself, but not the p-value.
>> >
>> > So lets say, in a way I have to get the lower left half of a
>> >
>> > cor(el[1:20])
>> >
>> > Then I need to calc all the values with a cor.test() to see for the
>> > p-value.  And the p-value should be lower than .05 or .01 -> this should
>> > make the * to the value.
>> >
>> > Thanks,
>> > Martin
>>
>>    Do you want something like the following, but with the upper triangle
>> removed?
>>
>> corstars <- function(x){
>> require(Hmisc)
>> x <- as.matrix(x)
>> R <- rcorr(x)$r
>> p <- rcorr(x)$P
>> mystars <- ifelse(p < .01, "**|", ifelse(p < .05, "* |", "  |"))
>> R <- format(round(cbind(rep(-1.111, ncol(x)), R), 3))[,-1]
>> Rnew <- matrix(paste(R, mystars, sep=""), ncol=ncol(x))
>> diag(Rnew) <- paste(diag(R), "  |", sep="")
>> rownames(Rnew) <- colnames(x)
>> colnames(Rnew) <- paste(colnames(x), "|", sep="")
>> Rnew <- as.data.frame(Rnew)
>> return(Rnew)
>> }
>>
>> corstars(swiss[,1:4])
>>              Fertility| Agriculture| Examination| Education|
>> Fertility     1.000  |     0.353* |    -0.646**|  -0.664**|
>> Agriculture   0.353* |     1.000  |    -0.687**|  -0.640**|
>> Examination  -0.646**|    -0.687**|     1.000  |   0.698**|
>> Education    -0.664**|    -0.640**|     0.698**|   1.000  |
>>
>>    I will leave the removing the upper triangle part to you - should be
>> examples in the archives.
>>
>> > ------------------------------------------------------------------------
>> >
>> > ______________________________________________
>> > 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.
>>
> --
> Ihr Partner für Webdesign, Webapplikationen und Webspace.
> http://www.roomandspace.com/
> Martin Kaffanke [phone]
>
> ______________________________________________
> 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.
>
>

______________________________________________
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.

[Kingsford Jones]

On the topic of visualizing correlation, see also

Murdoch, D.J. and Chow, E.D. (1996). A graphical display of large
correlation matrices.
The American Statistician 50, 178-180.

with examples here:

# install.packages('ellipse')
example(plotcorr, package='ellipse')



On Sat, Mar 8, 2008 at 3:01 AM, Liviu Andronic <landronimirc@...> wrote:

> On 3/5/08, Martin Kaffanke <technik@...> wrote:
>>  Now I'd like to have it one sided, means only the left bottom side to be
>>  printed (the others are the same) and I'd like to have * where the
>>  p-value is lower than 0.05 and ** lower than 0.01.
>
> Look here [1], at "Visualizing Correlations". You might find
> interesting the example of a plotted correlation matrix.
>
> Liviu
>
> [1] http://www.statmethods.net/stats/correlations.html
>
> ______________________________________________
> 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.
>

______________________________________________
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.