corr.matrix: Calculate correlation matrix and threshold
Description
This function does a column-by-column correlation of a given data frame, and
will threshold the matrix based on a given density; e.g. 0.1 if you want to
keep only the 10% strongest correlations.Usage
corr.matrix(dat, thresh = NULL, density = 0.1, exclusions = NULL, ...)
Arguments
dat
Matrix or data frame of the columns to correlate
thresh
Absolute correlation value to threshold by
density
Keeps the top X% of correlations
exclusions
Vector of indices (columns) to exclude (optional)
...
Other arguments to be passed to rcorr Value
- A list with the following components:
- RCorrelation coefficients (default: Pearson).
- PAssociated p-values.
- r.threshBinary matrix indicating correlations that are above a
certain threshold.
- thresholdThe threshold used.
Details
If you wish to exclude regions from your analysis, you can give the indices
of their columns. Also returns the p-values. Essentially a wrapper for
rcorr, with some added functionality to work with this
type of data more easily. By default, the Pearson correlation coefficients
are calculated, but can return Spearman by passing an additional argument.