[R] Correlation between 2 matrices but with subset of variables

[A Ezhil]

Dear Peter,

Thank you very much. 

Best regards,
Ezhil

--- On Fri, 3/9/12, Petr Savicky <savicky at cs.cas.cz> wrote:

> From: Petr Savicky <savicky at cs.cas.cz>
> Subject: Re: [R] Correlation between 2 matrices but with subset of variables
> To: r-help at r-project.org
> Date: Friday, March 9, 2012, 1:18 PM
> On Thu, Mar 08, 2012 at 03:57:06PM
> -0800, A Ezhil wrote:
> > Dear All,
> > I have two matrices A (40 x 732) and B (40 x 1230) and
> would like to calculate correlation between them. ?I can
> use: cor(A,B, method="pearson") to calculate correlation
> between all possible pairs. But the issue is that there is
> one-many specific mappings between A and B and I just need
> to calculate correlations for those pairs (not all). Some
> variables in A (proteins, say p1) have more than 3 (or 2 or
> 1) corresponding mapping in B (mRNA, say, m1,m2,m3) and I
> would like calculate correlations between p1-m1, p1-m2, and
> p1-m3 and then for the second variable p2 etc.?
> > I have the mapping information in another file
> (annotation file). Could you please suggest me how to do
> that?
> 
> Hi.
> 
> Try the following.
> 
> 1. Create some simple data
> 
>   X <- matrix(rnorm(15), nrow=5, ncol=3)
>   Y <- matrix(rnorm(25), nrow=5, ncol=5)
> 
> 2. Choose a table of pairs of columns, for which the
> correlation
>    should be computed, and expand the
> matrices.
> 
>   ind <- rbind(
>     c(1, 1),
>     c(1, 2),
>     c(2, 2),
>     c(3, 3),
>     c(3, 4),
>     c(3, 5))
> 
>   X1 <- X[, ind[, 1]]
>   Y1 <- Y[, ind[, 2]]
> 
> 3. Compute the correlations between X1[, i] and Y1[, i] and
>    compare to the diagonal of cor(X1, Y1)
> 
>   parallel.cor <- function(X, Y)
>   {
>       X <- sweep(X, 2, colMeans(X))
>       Y <- sweep(Y, 2, colMeans(Y))
>      
> colSums(X*Y)/sqrt(colSums(X^2)*colSums(Y^2))
>   }
> 
>   out <- parallel.cor(X1, Y1)
>   verif <- diag(cor(X1, Y1))
>   all.equal(out, verif)
> 
>   [1] TRUE
> 
> Hope this helps.
> 
> Petr Savicky.
> 
> ______________________________________________
> 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.
>