[R] cor() on sets of vectors

[William Dunlap]

> ## sapply is a good solution (the only one I could think of too), but
> not always worth it:

Also look at vapply().  It is like sapply() but you have to tell
it what type and size of output you expect FUN to return.  E.g.,
change
   sapply(1:n, FUN=function(i) cor(x[,i],y[,i]))
to
   vapply(1:n, FUN=function(i) cor(x[,i],y[,i]), FUN.VALUE=0.0)
It can save time and space in formatting the outputs of FUN because
it knows what it will be ahead of time, but its biggest advantage
is that it makes it clear (to the code writer and readers) what it
will return.  It throws an error if FUN does not return what you
say it will.

Also, vapply works nicely for zero-length inputs.  E.g.,
   vapply(list(), range, FUN.VALUE=numeric(2))
returns a 2 by 0 matrix while
   sapply(list(), range)
returns list() and you have to add if(length(x)==0) statements to your
code to make it work in the edge cases, obscuring the basic algorithm.

Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com 

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of ilai
> Sent: Thursday, February 23, 2012 2:52 PM
> To: Bert Gunter
> Cc: r-help at r-project.org; sds at gnu.org
> Subject: Re: [R] cor() on sets of vectors
> 
> On Thu, Feb 23, 2012 at 3:24 PM, Bert Gunter <gunter.berton at gene.com> wrote:
> > Use 1:n as an index.
> >
> > e.g.
> > sapply(1:n, function(i) cor(x[,i],y[,i]))
> 
> ## sapply is a good solution (the only one I could think of too), but
> not always worth it:
> 
> # for 100 x 1000
>  x <- data.frame(matrix(rnorm(100000),nc=1000))
>  y <- data.frame(matrix(rnorm(100000),nc=1000))
>  system.time(diag(cor(x,y)))
> #   user  system elapsed
> #  0.592   0.008   0.623
> system.time(sapply(1:1000,function(i) cor(x[,i],y[,i])))
> #   user  system elapsed
> #  0.384   0.000   0.412
> 
> # Great. but for 10 x 1000
> x <- data.frame(matrix(rnorm(10000),nc=1000))
> y <- data.frame(matrix(rnorm(10000),nc=1000))
> system.time(diag(cor(x,y)))
> #   user  system elapsed
> #  0.256   0.008   0.279
> system.time(sapply(1:1000,function(i) cor(x[,i],y[,i])))
> #   user  system elapsed
> #  0.376   0.000   0.388
> 
> # or 100 x 100
>  system.time(diag(cor(x,y)))
> #   user  system elapsed
> #  0.016   0.000   0.014
>  system.time(sapply(1:100,function(i) cor(x[,i],y[,i])))
> #   user  system elapsed
> #  0.036   0.000   0.036
> 
> # Not so great.
> 
> Bottom line, as always, it depends.
> 
> Cheers
> Elai
> 
> 
> 
> 
> >
> > -- Bert
> >
> >
> >
> > On Thu, Feb 23, 2012 at 2:10 PM, Sam Steingold <sds at gnu.org> wrote:
> >> suppose I have two sets of vectors: x1,x2,...,xN and y1,y2,...,yN.
> >> I want N correlations: cor(x1,y1), cor(x2,y2), ..., cor(xN,yN).
> >> my sets of vectors are arranged as data frames x & y (vector=column):
> >>
> >>  x <- data.frame(a=rnorm(10),b=rnorm(10),c=rnorm(10))
> >>  y <- data.frame(d=rnorm(10),e=rnorm(10),f=rnorm(10))
> >>
> >> cor(x,y) returns a _matrix_ of all pairwise correlations:
> >>
> >>  cor(x,y)
> >>          d          e            f
> >> a 0.2763696 -0.3523757 -0.373518870
> >> b 0.5892742 -0.1969161 -0.007159589
> >> c 0.3094301  0.1111997 -0.094970748
> >>
> >> which is _not_ what I want.
> >>
> >> I want diag(cor(x,y)) but without the N^2 calculations.
> >>
> >> thanks.
> >>
> >> --
> >> Sam Steingold (http://sds.podval.org/) on Ubuntu 11.10 (oneiric) X 11.0.11004000
> >> http://www.childpsy.net/ http://iris.org.il http://americancensorship.org
> >> http://dhimmi.com http://www.PetitionOnline.com/tap12009/ http://jihadwatch.org
> >> Never argue with an idiot: he has more experience with idiotic arguments.
> >>
> >> ______________________________________________
> >> R-help at r-project.org mailing list
> >> https://stat.ethz.ch/mailman/listinfo/r-help
> >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> >> and provide commented, minimal, self-contained, reproducible code.
> >
> >
> >
> > --
> >
> > Bert Gunter
> > Genentech Nonclinical Biostatistics
> >
> > Internal Contact Info:
> > Phone: 467-7374
> > Website:
> > http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-
> home.htm
> >
> > ______________________________________________
> > R-help at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.