[R] Spearman rank-order correlation matrix

[John Fox]

Dear Russell,

At 04:52 PM 5/6/2002 -0700, Russell Senior wrote:

>I"ve got a data frame with a selection of columns I want to compute a
>rank-order correlation matrix from without disturbing the original
>data frame.
>
>   foo[,c("a","b","d","f","g")]
>
>What I wanted to do, intuitively, was:
>
>   > cor(rank(foo[,c("a","b","d","f","g")]))
>
>but rank in that context ranks all of the values from the matrix
>together as one long vector.  I want the columns (and their names) to
>be preserved, just replacing the value with its rank.  What is the
>most direct way to get what I want?

Try

         cor(apply(foo[,c("a","b","d","f","g")], 2, rank))

I hope that this helps,
  John



-----------------------------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox
-----------------------------------------------------

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