相关计算与R中的阈值

时间:2011-10-03 09:34:36

标签: r correlation

我想计算R中的相关性。但是我有很多缺失值。因此,我想在相关矩阵中承认仅从至少10对值计算的相关性。 怎么办?

编辑: 请注意,相关矩阵是由具有相同个体(行)的两个大矩阵X和Y生成的。

1 个答案:

答案 0 :(得分:1)

首先我们生成一些示例数据:

R> x = matrix(rnorm(100), ncol=5)
##Fill in some NA's
R> x[3:15,1] = NA
R> x[2:10,3] = NA

接下来,我们遍历x矩阵进行比较以检测NA:

##Create a matrix with where the elements are the
##maximum number of possible comparisons 
m = matrix(nrow(x), ncol=ncol(x),nrow=ncol(x)) 
## This comparison can be made more efficient. 
## We only need to do column i with i+1:ncol(x)

## Each list element
for(i in 1:ncol(x)) {
    detect_na = is.na(x[,i]==x)
    c_sums = colSums(detect_na)
    m[i,] = m[i,] - c_sums
}

矩阵m现在包含每个列对的比较数。现在转换m矩阵以准备子集:

 m = ifelse(m>10, TRUE, NA)

接下来,我们根据m

计算出所有列对和子集的相关性
R> matrix(cor(x, use = "complete.obs")[ m], ncol=ncol(m), nrow=nrow(m))
     [,1]    [,2]     [,3]    [,4]    [,5]
[1,]   NA      NA       NA      NA      NA
[2,]   NA  1.0000 -0.14302 0.35902 -0.3466
[3,]   NA -0.1430  1.00000 0.03949  0.6172
[4,]   NA  0.3590  0.03949 1.00000  0.1606
[5,]   NA -0.3466  0.61720 0.16061  1.0000