(Pairwise, Weighted) Correlations, Covariances and Observation Counts
pwcor_pwcov_pwnobs.RdComputes (pairwise, weighted) Pearson's correlations, covariances and observation counts. Pairwise correlations and covariances can be computed together with observation counts and p-values, and output as 3D array (default) or list of matrices. pwcor and pwcov offer an elaborate print method.
Usage
pwcor(X, ..., w = NULL, N = FALSE, P = FALSE, array = TRUE, use = "pairwise.complete.obs")
pwcov(X, ..., w = NULL, N = FALSE, P = FALSE, array = TRUE, use = "pairwise.complete.obs")
pwnobs(X)
# S3 method for class 'pwcor'
print(x, digits = .op[["digits"]], sig.level = 0.05,
show = c("all","lower.tri","upper.tri"), spacing = 1L, return = FALSE, ...)
# S3 method for class 'pwcov'
print(x, digits = .op[["digits"]], sig.level = 0.05,
show = c("all","lower.tri","upper.tri"), spacing = 1L, return = FALSE, ...)Arguments
- X
a matrix or data.frame, for
pwcorandpwcovall columns must be numeric. All functions are faster on matrices, so converting is advised for large data (seeqM).- x
an object of class 'pwcor' / 'pwcov'.
- w
numeric. A vector of (frequency) weights.
- N
logical.
TRUEalso computes pairwise observation counts.- P
logical.
TRUEalso computes pairwise p-values (same ascor.testandHmisc::rcorr).- array
logical. If
N = TRUEorP = TRUE,TRUE(default) returns output as 3D array whereasFALSEreturns a list of matrices.- use
argument passed to
cor/cov. Ifuse != "pairwise.complete.obs",sum(complete.cases(X))is used forN, and p-values are computed accordingly.- digits
integer. The number of digits to round to in print.
- sig.level
numeric. P-value threshold below which a
'*'is displayed above significant coefficients ifP = TRUE.- show
character. The part of the correlation / covariance matrix to display.
- spacing
integer. Controls the spacing between different reported quantities in the printout of the matrix: 0 - compressed, 1 - single space, 2 - double space.
- return
logical.
TRUEreturns the formatted object from the print method for exporting. The default is to returnxinvisibly.- ...
other arguments passed to
cororcov. Only sensible ifP = FALSE.
Value
a numeric matrix, 3D array or list of matrices with the computed statistics. For pwcor and pwcov the object has a class 'pwcor' and 'pwcov', respectively.
Note
weights::wtd.cors is imported for weighted pairwise correlations (written in C for speed). For weighted correlations with bootstrap SE's see weights::wtd.cor (bootstrap can be slow). Weighted correlations for complex surveys are implemented in jtools::svycor. An equivalent and faster implementation of pwcor (without weights) is provided in Hmisc::rcorr (written in Fortran).
Examples
mna <- na_insert(mtcars)
pwcor(mna)
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> mpg 1 -.84 -.84 -.77 .67 -.87 .41 .71 .63 .44 -.57
#> cyl -.84 1 .90 .80 -.69 .80 -.57 -.88 -.62 -.42 .52
#> disp -.84 .90 1 .79 -.69 .88 -.40 -.71 -.64 -.52 .39
#> hp -.77 .80 .79 1 -.43 .70 -.72 -.69 -.33 -.10 .76
#> drat .67 -.69 -.69 -.43 1 -.73 .03 .44 .78 .67 -.11
#> wt -.87 .80 .88 .70 -.73 1 -.11 -.60 -.74 -.64 .51
#> qsec .41 -.57 -.40 -.72 .03 -.11 1 .69 -.10 -.17 -.62
#> vs .71 -.88 -.71 -.69 .44 -.60 .69 1 .32 .28 -.59
#> am .63 -.62 -.64 -.33 .78 -.74 -.10 .32 1 .84 .02
#> gear .44 -.42 -.52 -.10 .67 -.64 -.17 .28 .84 1 .28
#> carb -.57 .52 .39 .76 -.11 .51 -.62 -.59 .02 .28 1
pwcov(mna)
#> mpg cyl disp hp drat wt qsec
#> mpg 37.72 -9.09 -660.72 -353.46 2.22 -5.58 4.41
#> cyl -9.09 3.06 190.13 95.74 -0.68 1.49 -1.73
#> disp -660.72 190.13 14681.29 6856.11 -48.99 107.00 -90.71
#> hp -353.46 95.74 6856.11 4805.57 -17.10 41.68 -91.96
#> drat 2.22 -0.68 -48.99 -17.10 0.30 -0.43 0.03
#> wt -5.58 1.49 107.00 41.68 -0.43 1.02 -0.19
#> qsec 4.41 -1.73 -90.71 -91.96 0.03 -0.19 3.14
#> vs 2.33 -0.80 -44.55 -24.58 0.13 -0.33 0.61
#> am 2.05 -0.56 -40.80 -11.59 0.22 -0.39 -0.07
#> gear 1.86 -0.54 -47.89 -5.61 0.28 -0.47 -0.24
#> carb -5.95 1.56 77.23 85.74 -0.09 0.71 -1.86
#> vs am gear carb
#> mpg 2.33 2.05 1.86 -5.95
#> cyl -0.80 -0.56 -0.54 1.56
#> disp -44.55 -40.80 -47.89 77.23
#> hp -24.58 -11.59 -5.61 85.74
#> drat 0.13 0.22 0.28 -0.09
#> wt -0.33 -0.39 -0.47 0.71
#> qsec 0.61 -0.07 -0.24 -1.86
#> vs 0.26 0.08 0.10 -0.49
#> am 0.08 0.26 0.33 0.02
#> gear 0.10 0.33 0.56 0.36
#> carb -0.49 0.02 0.36 2.79
pwnobs(mna)
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> mpg 29 27 26 26 26 27 26 26 26 26 26
#> cyl 27 29 26 26 27 26 26 27 27 26 26
#> disp 26 26 29 28 26 26 26 26 26 26 26
#> hp 26 26 28 29 26 26 26 26 26 26 26
#> drat 26 27 26 26 29 26 26 26 26 26 26
#> wt 27 26 26 26 26 29 26 26 27 27 26
#> qsec 26 26 26 26 26 26 29 26 26 27 26
#> vs 26 27 26 26 26 26 26 29 27 27 26
#> am 26 27 26 26 26 27 26 27 29 27 26
#> gear 26 26 26 26 26 27 27 27 27 29 26
#> carb 26 26 26 26 26 26 26 26 26 26 29
pwcor(mna, N = TRUE)
#> mpg cyl disp hp drat wt qsec
#> mpg 1 (29) -.84 (27) -.84 (26) -.77 (26) .67 (26) -.87 (27) .41 (26)
#> cyl -.84 (27) 1 (29) .90 (26) .80 (26) -.69 (27) .80 (26) -.57 (26)
#> disp -.84 (26) .90 (26) 1 (29) .79 (28) -.69 (26) .88 (26) -.40 (26)
#> hp -.77 (26) .80 (26) .79 (28) 1 (29) -.43 (26) .70 (26) -.72 (26)
#> drat .67 (26) -.69 (27) -.69 (26) -.43 (26) 1 (29) -.73 (26) .03 (26)
#> wt -.87 (27) .80 (26) .88 (26) .70 (26) -.73 (26) 1 (29) -.11 (26)
#> qsec .41 (26) -.57 (26) -.40 (26) -.72 (26) .03 (26) -.11 (26) 1 (29)
#> vs .71 (26) -.88 (27) -.71 (26) -.69 (26) .44 (26) -.60 (26) .69 (26)
#> am .63 (26) -.62 (27) -.64 (26) -.33 (26) .78 (26) -.74 (27) -.10 (26)
#> gear .44 (26) -.42 (26) -.52 (26) -.10 (26) .67 (26) -.64 (27) -.17 (27)
#> carb -.57 (26) .52 (26) .39 (26) .76 (26) -.11 (26) .51 (26) -.62 (26)
#> vs am gear carb
#> mpg .71 (26) .63 (26) .44 (26) -.57 (26)
#> cyl -.88 (27) -.62 (27) -.42 (26) .52 (26)
#> disp -.71 (26) -.64 (26) -.52 (26) .39 (26)
#> hp -.69 (26) -.33 (26) -.10 (26) .76 (26)
#> drat .44 (26) .78 (26) .67 (26) -.11 (26)
#> wt -.60 (26) -.74 (27) -.64 (27) .51 (26)
#> qsec .69 (26) -.10 (26) -.17 (27) -.62 (26)
#> vs 1 (29) .32 (27) .28 (27) -.59 (26)
#> am .32 (27) 1 (29) .84 (27) .02 (26)
#> gear .28 (27) .84 (27) 1 (29) .28 (26)
#> carb -.59 (26) .02 (26) .28 (26) 1 (29)
pwcor(mna, P = TRUE)
#> mpg cyl disp hp drat wt qsec vs am gear
#> mpg 1 -.84* -.84* -.77* .67* -.87* .41* .71* .63* .44*
#> cyl -.84* 1 .90* .80* -.69* .80* -.57* -.88* -.62* -.42*
#> disp -.84* .90* 1 .79* -.69* .88* -.40* -.71* -.64* -.52*
#> hp -.77* .80* .79* 1 -.43* .70* -.72* -.69* -.33 -.10
#> drat .67* -.69* -.69* -.43* 1 -.73* .03 .44* .78* .67*
#> wt -.87* .80* .88* .70* -.73* 1 -.11 -.60* -.74* -.64*
#> qsec .41* -.57* -.40* -.72* .03 -.11 1 .69* -.10 -.17
#> vs .71* -.88* -.71* -.69* .44* -.60* .69* 1 .32 .28
#> am .63* -.62* -.64* -.33 .78* -.74* -.10 .32 1 .84*
#> gear .44* -.42* -.52* -.10 .67* -.64* -.17 .28 .84* 1
#> carb -.57* .52* .39 .76* -.11 .51* -.62* -.59* .02 .28
#> carb
#> mpg -.57*
#> cyl .52*
#> disp .39
#> hp .76*
#> drat -.11
#> wt .51*
#> qsec -.62*
#> vs -.59*
#> am .02
#> gear .28
#> carb 1
pwcor(mna, N = TRUE, P = TRUE)
#> mpg cyl disp hp drat wt
#> mpg 1 (29) -.84* (27) -.84* (26) -.77* (26) .67* (26) -.87* (27)
#> cyl -.84* (27) 1 (29) .90* (26) .80* (26) -.69* (27) .80* (26)
#> disp -.84* (26) .90* (26) 1 (29) .79* (28) -.69* (26) .88* (26)
#> hp -.77* (26) .80* (26) .79* (28) 1 (29) -.43* (26) .70* (26)
#> drat .67* (26) -.69* (27) -.69* (26) -.43* (26) 1 (29) -.73* (26)
#> wt -.87* (27) .80* (26) .88* (26) .70* (26) -.73* (26) 1 (29)
#> qsec .41* (26) -.57* (26) -.40* (26) -.72* (26) .03 (26) -.11 (26)
#> vs .71* (26) -.88* (27) -.71* (26) -.69* (26) .44* (26) -.60* (26)
#> am .63* (26) -.62* (27) -.64* (26) -.33 (26) .78* (26) -.74* (27)
#> gear .44* (26) -.42* (26) -.52* (26) -.10 (26) .67* (26) -.64* (27)
#> carb -.57* (26) .52* (26) .39 (26) .76* (26) -.11 (26) .51* (26)
#> qsec vs am gear carb
#> mpg .41* (26) .71* (26) .63* (26) .44* (26) -.57* (26)
#> cyl -.57* (26) -.88* (27) -.62* (27) -.42* (26) .52* (26)
#> disp -.40* (26) -.71* (26) -.64* (26) -.52* (26) .39 (26)
#> hp -.72* (26) -.69* (26) -.33 (26) -.10 (26) .76* (26)
#> drat .03 (26) .44* (26) .78* (26) .67* (26) -.11 (26)
#> wt -.11 (26) -.60* (26) -.74* (27) -.64* (27) .51* (26)
#> qsec 1 (29) .69* (26) -.10 (26) -.17 (27) -.62* (26)
#> vs .69* (26) 1 (29) .32 (27) .28 (27) -.59* (26)
#> am -.10 (26) .32 (27) 1 (29) .84* (27) .02 (26)
#> gear -.17 (27) .28 (27) .84* (27) 1 (29) .28 (26)
#> carb -.62* (26) -.59* (26) .02 (26) .28 (26) 1 (29)
aperm(pwcor(mna, N = TRUE, P = TRUE))
#> , , mpg
#>
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> r 1 -.84 -.84 -.77 .67 -.87 .41 .71 .63 .44 -.57
#> N 29 27 26 26 26 27 26 26 26 26 26
#> P .00 .00 .00 .00 .00 .04 .00 .00 .03 .00
#>
#> , , cyl
#>
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> r -.84 1 .90 .80 -.69 .80 -.57 -.88 -.62 -.42 .52
#> N 27 29 26 26 27 26 26 27 27 26 26
#> P .00 .00 .00 .00 .00 .00 .00 .00 .03 .01
#>
#> , , disp
#>
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> r -.84 .90 1 .79 -.69 .88 -.40 -.71 -.64 -.52 .39
#> N 26 26 29 28 26 26 26 26 26 26 26
#> P .00 .00 .00 .00 .00 .04 .00 .00 .01 .05
#>
#> , , hp
#>
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> r -.77 .80 .79 1 -.43 .70 -.72 -.69 -.33 -.10 .76
#> N 26 26 28 29 26 26 26 26 26 26 26
#> P .00 .00 .00 .03 .00 .00 .00 .10 .61 .00
#>
#> , , drat
#>
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> r .67 -.69 -.69 -.43 1 -.73 .03 .44 .78 .67 -.11
#> N 26 27 26 26 29 26 26 26 26 26 26
#> P .00 .00 .00 .03 .00 .89 .02 .00 .00 .60
#>
#> , , wt
#>
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> r -.87 .80 .88 .70 -.73 1 -.11 -.60 -.74 -.64 .51
#> N 27 26 26 26 26 29 26 26 27 27 26
#> P .00 .00 .00 .00 .00 .59 .00 .00 .00 .01
#>
#> , , qsec
#>
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> r .41 -.57 -.40 -.72 .03 -.11 1 .69 -.10 -.17 -.62
#> N 26 26 26 26 26 26 29 26 26 27 26
#> P .04 .00 .04 .00 .89 .59 .00 .62 .38 .00
#>
#> , , vs
#>
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> r .71 -.88 -.71 -.69 .44 -.60 .69 1 .32 .28 -.59
#> N 26 27 26 26 26 26 26 29 27 27 26
#> P .00 .00 .00 .00 .02 .00 .00 .10 .16 .00
#>
#> , , am
#>
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> r .63 -.62 -.64 -.33 .78 -.74 -.10 .32 1 .84 .02
#> N 26 27 26 26 26 27 26 27 29 27 26
#> P .00 .00 .00 .10 .00 .00 .62 .10 .00 .92
#>
#> , , gear
#>
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> r .44 -.42 -.52 -.10 .67 -.64 -.17 .28 .84 1 .28
#> N 26 26 26 26 26 27 27 27 27 29 26
#> P .03 .03 .01 .61 .00 .00 .38 .16 .00 .16
#>
#> , , carb
#>
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> r -.57 .52 .39 .76 -.11 .51 -.62 -.59 .02 .28 1
#> N 26 26 26 26 26 26 26 26 26 26 29
#> P .00 .01 .05 .00 .60 .01 .00 .00 .92 .16
#>
print(pwcor(mna, N = TRUE, P = TRUE), digits = 3, sig.level = 0.01, show = "lower.tri")
#> mpg cyl disp hp drat wt
#> mpg 1 (29)
#> cyl -.837* (27) 1 (29)
#> disp -.841* (26) .898* (26) 1 (29)
#> hp -.767* (26) .803* (26) .788* (28) 1 (29)
#> drat .666* (26) -.688* (27) -.693* (26) -.430 (26) 1 (29)
#> wt -.866* (27) .796* (26) .878* (26) .702* (26) -.730* (26) 1 (29)
#> qsec .407 (26) -.567* (26) -.401 (26) -.715* (26) .028 (26) -.112 (26)
#> vs .711* (26) -.885* (27) -.711* (26) -.688* (26) .440 (26) -.601* (26)
#> am .629* (26) -.624* (27) -.637* (26) -.327 (26) .781* (26) -.740* (27)
#> gear .438 (26) -.418 (26) -.515* (26) -.104 (26) .670* (26) -.637* (27)
#> carb -.565* (26) .519* (26) .387 (26) .756* (26) -.109 (26) .511* (26)
#> qsec vs am gear carb
#> mpg
#> cyl
#> disp
#> hp
#> drat
#> wt
#> qsec 1 (29)
#> vs .686* (26) 1 (29)
#> am -.103 (26) .320 (27) 1 (29)
#> gear -.174 (27) .279 (27) .838* (27) 1 (29)
#> carb -.619* (26) -.590* (26) .021 (26) .281 (26) 1 (29)
pwcor(mna, N = TRUE, P = TRUE, array = FALSE)
#> $r
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> mpg 1 -.84 -.84 -.77 .67 -.87 .41 .71 .63 .44 -.57
#> cyl -.84 1 .90 .80 -.69 .80 -.57 -.88 -.62 -.42 .52
#> disp -.84 .90 1 .79 -.69 .88 -.40 -.71 -.64 -.52 .39
#> hp -.77 .80 .79 1 -.43 .70 -.72 -.69 -.33 -.10 .76
#> drat .67 -.69 -.69 -.43 1 -.73 .03 .44 .78 .67 -.11
#> wt -.87 .80 .88 .70 -.73 1 -.11 -.60 -.74 -.64 .51
#> qsec .41 -.57 -.40 -.72 .03 -.11 1 .69 -.10 -.17 -.62
#> vs .71 -.88 -.71 -.69 .44 -.60 .69 1 .32 .28 -.59
#> am .63 -.62 -.64 -.33 .78 -.74 -.10 .32 1 .84 .02
#> gear .44 -.42 -.52 -.10 .67 -.64 -.17 .28 .84 1 .28
#> carb -.57 .52 .39 .76 -.11 .51 -.62 -.59 .02 .28 1
#>
#> $N
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> mpg 29 27 26 26 26 27 26 26 26 26 26
#> cyl 27 29 26 26 27 26 26 27 27 26 26
#> disp 26 26 29 28 26 26 26 26 26 26 26
#> hp 26 26 28 29 26 26 26 26 26 26 26
#> drat 26 27 26 26 29 26 26 26 26 26 26
#> wt 27 26 26 26 26 29 26 26 27 27 26
#> qsec 26 26 26 26 26 26 29 26 26 27 26
#> vs 26 27 26 26 26 26 26 29 27 27 26
#> am 26 27 26 26 26 27 26 27 29 27 26
#> gear 26 26 26 26 26 27 27 27 27 29 26
#> carb 26 26 26 26 26 26 26 26 26 26 29
#>
#> $P
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> mpg .00 .00 .00 .00 .00 .04 .00 .00 .03 .00
#> cyl .00 .00 .00 .00 .00 .00 .00 .00 .03 .01
#> disp .00 .00 .00 .00 .00 .04 .00 .00 .01 .05
#> hp .00 .00 .00 .03 .00 .00 .00 .10 .61 .00
#> drat .00 .00 .00 .03 .00 .89 .02 .00 .00 .60
#> wt .00 .00 .00 .00 .00 .59 .00 .00 .00 .01
#> qsec .04 .00 .04 .00 .89 .59 .00 .62 .38 .00
#> vs .00 .00 .00 .00 .02 .00 .00 .10 .16 .00
#> am .00 .00 .00 .10 .00 .00 .62 .10 .00 .92
#> gear .03 .03 .01 .61 .00 .00 .38 .16 .00 .16
#> carb .00 .01 .05 .00 .60 .01 .00 .00 .92 .16
#>
print(pwcor(mna, N = TRUE, P = TRUE, array = FALSE), show = "lower.tri")
#> $r
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> mpg 1
#> cyl -.84 1
#> disp -.84 .90 1
#> hp -.77 .80 .79 1
#> drat .67 -.69 -.69 -.43 1
#> wt -.87 .80 .88 .70 -.73 1
#> qsec .41 -.57 -.40 -.72 .03 -.11 1
#> vs .71 -.88 -.71 -.69 .44 -.60 .69 1
#> am .63 -.62 -.64 -.33 .78 -.74 -.10 .32 1
#> gear .44 -.42 -.52 -.10 .67 -.64 -.17 .28 .84 1
#> carb -.57 .52 .39 .76 -.11 .51 -.62 -.59 .02 .28 1
#>
#> $N
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> mpg 29
#> cyl 27 29
#> disp 26 26 29
#> hp 26 26 28 29
#> drat 26 27 26 26 29
#> wt 27 26 26 26 26 29
#> qsec 26 26 26 26 26 26 29
#> vs 26 27 26 26 26 26 26 29
#> am 26 27 26 26 26 27 26 27 29
#> gear 26 26 26 26 26 27 27 27 27 29
#> carb 26 26 26 26 26 26 26 26 26 26 29
#>
#> $P
#> mpg cyl disp hp drat wt qsec vs am gear carb
#> mpg
#> cyl .00
#> disp .00 .00
#> hp .00 .00 .00
#> drat .00 .00 .00 .03
#> wt .00 .00 .00 .00 .00
#> qsec .04 .00 .04 .00 .89 .59
#> vs .00 .00 .00 .00 .02 .00 .00
#> am .00 .00 .00 .10 .00 .00 .62 .10
#> gear .03 .03 .01 .61 .00 .00 .38 .16 .00
#> carb .00 .01 .05 .00 .60 .01 .00 .00 .92 .16
#>