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.
A list with the following components:
A list with the following components:
Details
If you wish to exclude regions from your analysis, you can give the indices
of their columns. This function is 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.