corr.matrix: Calculate correlation matrix and threshold
Description
corr.matrix calculates the correlation between all column pairs of a
given data frame, and thresholds the resultant correlation matrix based on a
given density (e.g., 0.1 if you want to keep only the 10% strongest
correlations). If you want to threshold by a specific correlation coefficient
(via the thresholds argument), then the densities argument is
ignored.
A 3-d binary array indicating correlations that are above a
certain threshold. The length of the 3rd dimension equals the number of
thresholds/densities supplied.
thresholds
Numeric vector; the thresholds supplied.
densities
Numeric vector; the densities supplied.
Details
If you wish to exclude regions from your analysis, you can give the indices
of their columns with the exclusions argument.
By default, the Pearson correlation coefficients are calculated, but you can
return Spearman by passing an additional argument.