如何根据R中的组计算Spearman相关性。我发现以下链接按组分别谈论Pearson相关性。但是当我尝试用spearman替换类型时,它不起作用。
https://stats.stackexchange.com/questions/4040/r-compute-correlation-by-group
答案 0 :(得分:18)
基础R解决方案如何:
df <- data.frame(group = rep(c("G1", "G2"), each = 10),
var1 = rnorm(20),
var2 = rnorm(20))
r <- by(df, df$group, FUN = function(X) cor(X$var1, X$var2, method = "spearman"))
# df$group: G1
# [1] 0.4060606
# ------------------------------------------------------------
# df$group: G2
# [1] 0.1272727
然后,如果你想以data.frame的形式得到结果:
data.frame(group = dimnames(r)[[1]], corr = as.vector(r))
# group corr
# 1 G1 0.4060606
# 2 G2 0.1272727
编辑:如果您更喜欢基于plyr
的解决方案,请参阅以下内容:
library(plyr)
ddply(df, .(group), summarise, "corr" = cor(var1, var2, method = "spearman"))
答案 1 :(得分:5)
这是另一种方法:
# split the data by group then apply spearman correlation
# to each element of that list
j <- lapply(split(df, df$group), function(x){cor(x[,2], x[,3], method = "spearman")})
# Bring it together
data.frame(group = names(j), corr = unlist(j), row.names = NULL)
比较我的方法,Josh的方法和使用rbenchmark的plyr解决方案:
Dason <- function(){
# split the data by group then apply spearman correlation
# to each element of that list
j <- lapply(split(df, df$group), function(x){cor(x[,2], x[,3], method = "spearman")})
# Bring it together
data.frame(group = names(j), corr = unlist(j), row.names = NULL)
}
Josh <- function(){
r <- by(df, df$group, FUN = function(X) cor(X$var1, X$var2, method = "spearman"))
data.frame(group = attributes(r)$dimnames[[1]], corr = as.vector(r))
}
plyr <- function(){
ddply(df, .(group), summarise, "corr" = cor(var1, var2, method = "spearman"))
}
library(rbenchmark)
benchmark(Dason(), Josh(), plyr())
给出输出
> benchmark(Dason(), Josh(), plyr())
test replications elapsed relative user.self sys.self user.child sys.child
1 Dason() 100 0.19 1.000000 0.19 0 NA NA
2 Josh() 100 0.24 1.263158 0.22 0 NA NA
3 plyr() 100 0.51 2.684211 0.52 0 NA NA
所以看起来我的方法稍快但不是很多。我认为Josh的方法更直观一些。 plyr解决方案是最容易编码的解决方案,但它不是最快的(但它确实更方便)!
答案 2 :(得分:3)
如果您想为大量群体提供有效的解决方案,那么data.table
就可以了。
library(data.table)
DT <- as.data.table(df)
setkey(DT, group)
DT[,list(corr = cor(var1,var2,method = 'spearman')), by = group]
答案 3 :(得分:0)
非常古老的问题,但是这个tidy
和broom
解决方案非常简单。因此,我必须分享这种方法:
set.seed(123)
df <- data.frame(group = rep(c("G1", "G2"), each = 10),
var1 = rnorm(20),
var2 = rnorm(20))
library(tidyverse)
library(broom)
df %>%
group_by(group) %>%
summarize(correlation = cor(var1, var2,, method = "sp"))
# A tibble: 2 x 2
group correlation
<fct> <dbl>
1 G1 -0.200
2 G2 0.0545
# with pvalues and further stats
df %>%
nest(-group) %>%
mutate(cor=map(data,~cor.test(.x$var1, .x$var2, method = "sp"))) %>%
mutate(tidied = map(cor, tidy)) %>%
unnest(tidied, .drop = T)
# A tibble: 2 x 6
group estimate statistic p.value method alternative
<fct> <dbl> <dbl> <dbl> <chr> <chr>
1 G1 -0.200 198 0.584 Spearman's rank correlation rho two.sided
2 G2 0.0545 156 0.892 Spearman's rank correlation rho two.sided