correlate: Function to compute various correlation measures between two variables

Description

Correlate is a function that cestimates correlation between two variables, which can be either continuous, categorical (ordered factor) or censored (survival data).

Usage

correlate(X, Y, method = c("pearson", "spearman", "kendall", "frequency", "cramersv",
		"cindex"),strata, weights, outX = TRUE, bootstrap_count = 0, alpha = 0.05,
 		alternative = c("two.sided", "less", "greater"))

Arguments

Vector of type {numeric, ordered factor, or Surv}.

Vector of type {numeric, ordered factor, or Surv} of same length as X.

method

One of the following values: {pearson, spearman, kendall, frequency, cramersv, or cindex}.

strata

Vector of type {factor} corresponding to the sample strata.

weights

Vector of type {numeric} corresponding to the sample weights.

outX

For cindex, if set to TRUE, ignore ties; otherwise, take them into account when computing the concordance index.

bootstrap_count

If set to 0, analytical standard error for the correlation estimate in each strata is used to compute the meta-estimate (inverse-variance weighting avarega); otherwise a number of bootstraps are used to computes standard errors.

alpha

The probability of Type I error that is, rejecting a null hypothesis when it is in fact true

alternative

a character string specifying the alternative hypothesis,must be one of {two.sided (default), greater or less}. You can specify just the initial letter.

Value

estimatepoint estimate
sestandard error
lowerlower confidence bound
upperupper confidence bound
pp-value
nsample size

Details

The correlate function could be used to measure correlation between any types of variables: [object Object],[object Object],[object Object],[object Object],[object Object],[object Object] Part of the code underlying correlate is also used in mim method of the mRMRe.Data object because correlations are used to build the mutual information matrix in order for feature selection to take place. This is why these two functions have many argiuments in common.

Examples

Run this code

## load data
data(cgps)
   
## spearman correlation coefficent between the first gene and Camptothecin IC50
correlate(X=cgps.ge[ ,1], Y=cgps.ic50, method="spearman")
   
## concordance index between the first gene and Camptothecin IC50
correlate(X=cgps.ge[ ,1], Y=cgps.ic50, method="cindex")