[R] cor(X) with P-Value
Worik Turei stanton
turwa720 at student.otago.ac.nz
Sat Jul 23 12:33:55 CEST 2005
Friends
I am new to R (and statistics) so am struggling a bit.
Briefly...
I am interested in getting the P-Value from cor(X) where X is a matrix.
I have found cor.test.
Verbosely...
I have 4 vectors and can generate the corellation matrix...
> cor(cbind(X1, X2, X3, X4))
X1 X2 X3 X4
X1 1.00000000 -0.06190365 -0.156972795 0.182547517
X2 -0.06190365 1.00000000 0.264352860 0.146750844
X3 -0.15697279 0.26435286 1.000000000 -0.006380052
X4 0.18254752 0.14675084 -0.006380052 1.000000000
But I want the P-Values (gives me the significance I belive).
> cor.test(X2, X3)
Pearson's product-moment correlation
data: X2 and X3
t = 3.3346, df = 148, p-value = 0.001080
alternative hypothesis: true correlation is not equal to 0
95 percent confidence interval:
0.1086963 0.4073565
sample estimates:
cor
0.2643529
is very cool. Just what I want. But there is too much information for
too little data.
What I would like to do is some thing like...
cor_with_p_test(cbind(X1, X2, X3, X4))
X1 X2 X3
X1 1 -0.06190365 -0.1569728...
P 0.4517 0.05507 ...
X2 -0.06190365 1 0.2643529 ...
P 0.4517 0.001080 ...
:
:
I think I could write a function for it if such a function does not exist
if I could do...
> CT23 <- cor.test(X2, X3)
> CT23$P
0.001080
> CT23$V
0.2643529
But I do not know how.
cheers
Worik
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