Correlation in R

Correlation in R can be calculated using cor() function. In R, Cor() function is used to calculate correlation among vectors, Matrices and data frames.

Syntax for correlation function in R:

cor(x, y,method = c(“pearson”, “kendall”, “spearman”))

 

x A vector, matrix or data frame
y A vector, matrix or data frame with compatible dimensions to x
method a character string indicating which correlation coefficient is to be computed (i) “pearson” (default), (ii)”kendall”, or(iii) “spearman”

Correlation of vector in R:

# correlation of vectors in R
x <- c(0,1,1,2,3,5,8,13,21,34)
y <- log(x+1)
cor(x,y)

the above code calculates correlation coefficient of vectors x and y which results in the output

[1] 0.9068053

Which says that these two vectors are highly positively correlated

 

Correlation of vector in R with NA:

Note: Correlation in R cannot be calculated if values has NA. So use = “complete.obs”  neglects NAs while calculating correlation coefficient in R

# correlation in R : handling NA
x <- c(0,1,1,2,3,5,8,13,21,NA)
y <- log(x+1)
cor(x,y,use = "complete.obs")

so the output will be

[1] 0.9229798

 

Correlation matrix of data frame in R:

Lets use mtcars data frame to demonstrate example of correlation matrix in R. lets create a correlation matrix of mpg,cyl,display and hp against gear and carb.

# correlation matrix in R using mtcars dataframe
x <- mtcars[1:4]
y <- mtcars[10:11]
cor(x, y)

so the output will be a correlation matrix

                gear         carb

mpg   0.4802848 -0.5509251

cyl     -0.4926866  0.5269883

disp   -0.5555692  0.3949769

hp      -0.1257043  0.7498125

Correlation of Matrix in R:

In the below example we have calculated correlation of matrices.

# correlation of Matrix in R
matA<-matrix(1:9,3,3)
matB<-matrix(c(10,11,12,15,16,20,21,26,28),3,3)
cor(matA,matB)

 

output will be a correlation matrix as shown below

        [,1]         [,2]                     [,3]

[1,]    1      0.9449112        0.9707253

[2,]    1      0.9449112        0.9707253

[3,]    1      0.9449112        0.9707253

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