Calculate correlation with cor(), only for numerical columns
if you have a dataframe where some columns are numeric and some are other (character or factor) and you only want to do the correlations for the numeric columns, you could do the following:
set.seed(10)
x = as.data.frame(matrix(rnorm(100), ncol = 10))
x$L1 = letters[1:10]
x$L2 = letters[11:20]
cor(x)
Error in cor(x) : 'x' must be numeric
but
cor(x[sapply(x, is.numeric)])
V1 V2 V3 V4 V5 V6 V7
V1 1.00000000 0.3025766 -0.22473884 -0.72468776 0.18890578 0.14466161 0.05325308
V2 0.30257657 1.0000000 -0.27871430 -0.29075170 0.16095258 0.10538468 -0.15008158
V3 -0.22473884 -0.2787143 1.00000000 -0.22644156 0.07276013 -0.35725182 -0.05859479
V4 -0.72468776 -0.2907517 -0.22644156 1.00000000 -0.19305921 0.16948333 -0.01025698
V5 0.18890578 0.1609526 0.07276013 -0.19305921 1.00000000 0.07339531 -0.31837954
V6 0.14466161 0.1053847 -0.35725182 0.16948333 0.07339531 1.00000000 0.02514081
V7 0.05325308 -0.1500816 -0.05859479 -0.01025698 -0.31837954 0.02514081 1.00000000
V8 0.44705527 0.1698571 0.39970105 -0.42461411 0.63951574 0.23065830 -0.28967977
V9 0.21006372 -0.4418132 -0.18623823 -0.25272860 0.15921890 0.36182579 -0.18437981
V10 0.02326108 0.4618036 -0.25205899 -0.05117037 0.02408278 0.47630138 -0.38592733
V8 V9 V10
V1 0.447055266 0.210063724 0.02326108
V2 0.169857120 -0.441813231 0.46180357
V3 0.399701054 -0.186238233 -0.25205899
V4 -0.424614107 -0.252728595 -0.05117037
V5 0.639515737 0.159218895 0.02408278
V6 0.230658298 0.361825786 0.47630138
V7 -0.289679766 -0.184379813 -0.38592733
V8 1.000000000 0.001023392 0.11436143
V9 0.001023392 1.000000000 0.15301699
V10 0.114361431 0.153016985 1.00000000
Another option would be to just use the excellent corrr
package https://github.com/drsimonj/corrr and do
require(corrr)
require(dplyr)
myData %>%
select(x,y,z) %>% # or do negative or range selections here
correlate() %>%
rearrange() %>% # rearrange by correlations
shave() # Shave off the upper triangle for a cleaner result
Steps 3 and 4 are entirely optional and are just included to demonstrate the usefulness of the package.
I found an easier way by looking at the R script generated by Rattle. It looks like below:
correlations <- cor(mydata[,c(1,3,5:87,89:90,94:98)], use="pairwise", method="spearman")
For numerical data you have the solution. But it is categorical data, you said. Then life gets a bit more complicated...
Well, first : The amount of association between two categorical variables is not measured with a Spearman rank correlation, but with a Chi-square test for example. Which is logic actually. Ranking means there is some order in your data. Now tell me which is larger, yellow or red? I know, sometimes R does perform a spearman rank correlation on categorical data. If I code yellow 1 and red 2, R would consider red larger than yellow.
So, forget about Spearman for categorical data. I'll demonstrate the chisq-test and how to choose columns using combn(). But you would benefit from a bit more time with Agresti's book : http://www.amazon.com/Categorical-Analysis-Wiley-Probability-Statistics/dp/0471360937
set.seed(1234)
X <- rep(c("A","B"),20)
Y <- sample(c("C","D"),40,replace=T)
table(X,Y)
chisq.test(table(X,Y),correct=F)
# I don't use Yates continuity correction
#Let's make a matrix with tons of columns
Data <- as.data.frame(
matrix(
sample(letters[1:3],2000,replace=T),
ncol=25
)
)
# You want to select which columns to use
columns <- c(3,7,11,24)
vars <- names(Data)[columns]
# say you need to know which ones are associated with each other.
out <- apply( combn(columns,2),2,function(x){
chisq.test(table(Data[,x[1]],Data[,x[2]]),correct=F)$p.value
})
out <- cbind(as.data.frame(t(combn(vars,2))),out)
Then you should get :
> out
V1 V2 out
1 V3 V7 0.8116733
2 V3 V11 0.1096903
3 V3 V24 0.1653670
4 V7 V11 0.3629871
5 V7 V24 0.4947797
6 V11 V24 0.7259321
Where V1 and V2 indicate between which variables it goes, and "out" gives the p-value for association. Here all variables are independent. Which you would expect, as I created the data at random.