[R] Creating a correlation Matrix

Wiener, Matthew matthew_wiener at merck.com
Mon Feb 7 19:21:14 CET 2005


It looks like you have missing observations.  With the "use" argument, you
can specify complete observations or pairwise-complete observations.

Hope this helps,

Matt Wiener

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Jessica Higgs
Sent: Monday, February 07, 2005 12:54 PM
To: Spencer Graves; R-help at stat.math.ethz.ch
Subject: Re: [R] Creating a correlation Matrix


I've tried using cor() by the following sequence:

C <- cor(x, y = NULL, use = "all.obs", method = c("pearson"))

where x is my matrix of 21 columns and 3471 rows.

and I get this error:

Error in cor(x, y = NULL, use = "all.obs", method = c("pearson")) :
         missing observations in cov/cor

any suggestions?

At 08:32 AM 2/7/2005 -0800, Spencer Graves wrote:
>      Have you considered "cor"?  The command 'help.search("correlation")' 
> suggests among other functions "var(stats)", the documentation for which 
> also includes "cor".
>      If this is not adequate, "PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html ".  It may help you get more 
> useful replies in the future.      spencer graves
>
>Jessica Higgs wrote:
>
>>Hi all:
>>
>>I have a question on how to go about creating a correlation matrix.  I 
>>have a huge amount of data....21 variables for 3471 times. I want to see 
>>how each of the variables correlate to each other.  Any help would be 
>>appreciated, including which package and which functions I should use to 
>>do this.
>>
>>Thanks,
>>Jessica Higgs
>>
>>Masters Student
>>Department of Meteorology
>>Penn State University
>>
>>______________________________________________
>>R-help at stat.math.ethz.ch mailing list
>>https://stat.ethz.ch/mailman/listinfo/r-help
>>PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html
>
>

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