corrr (version 0.4.5)

correlate: Correlation Data Frame

Description

An implementation of stats::cor(), which returns a correlation data frame rather than a matrix. See details below. Additional adjustment include the use of pairwise deletion by default.

Usage

correlate(
  x,
  y = NULL,
  use = "pairwise.complete.obs",
  method = "pearson",
  diagonal = NA,
  quiet = FALSE
)

Value

A correlation data frame cor_df

Arguments

x

a numeric vector, matrix or data frame.

y

NULL (default) or a vector, matrix or data frame with compatible dimensions to x. The default is equivalent to y = x (but more efficient).

use

an optional character string giving a method for computing covariances in the presence of missing values. This must be (an abbreviation of) one of the strings "everything", "all.obs", "complete.obs", "na.or.complete", or "pairwise.complete.obs".

method

a character string indicating which correlation coefficient (or covariance) is to be computed. One of "pearson" (default), "kendall", or "spearman": can be abbreviated.

diagonal

Value (typically numeric or NA) to set the diagonal to

quiet

Set as TRUE to suppress message about method and use parameters.

Details

This function returns a correlation matrix as a correlation data frame in the following format:

• A tibble (see tibble)

• An additional class, "cor_df"

• A "term" column

• Standardized variances (the matrix diagonal) set to missing values by default (NA) so they can be ignored in calculations.

The use argument and its possible values are inherited from stats::cor():

• "everything": NAs will propagate conceptually, i.e. a resulting value will be NA whenever one of its contributing observations is NA

• "all.obs": the presence of missing observations will produce an error

• "complete.obs": correlations will be computed from complete observations, with an error being raised if there are no complete cases.

• "na.or.complete": correlations will be computed from complete observations, returning an NA if there are no complete cases.

• "pairwise.complete.obs": the correlation between each pair of variables is computed using all complete pairs of those particular variables.

As of version 0.4.3, the first column of a cor_df object is named "term". In previous versions this first column was named "rowname".

There is a ggplot2::autoplot() method for quickly visualizing the correlation matrix, for more information see autoplot.cor_df().

Examples

if (FALSE) {
correlate(iris)
}

correlate(iris[-5])

correlate(mtcars)
if (FALSE) {

# Also supports DB backend and collects results into memory

library(sparklyr)
sc <- spark_connect(master = "local")
mtcars_tbl <- copy_to(sc, mtcars)
mtcars_tbl %>%
  correlate(use = "pairwise.complete.obs", method = "spearman")
spark_disconnect(sc)
}