Calculate correlation for more than two variables

Question

I use the following method to calculate a correlation of my dataset   cor  var1  var2  method    method     But I like to create a correlation matrix of 4 different variables  What s the easiest way to do this

User · Answer

If you would like to combine the matrix with some visualisations I can recommend (I am using the built in iris dataset):

library(psych)
pairs.panels(iris[1:4])  # select columns 1-4

The Performance Analytics basically does the same but includes significance indicators by default.

library(PerformanceAnalytics)
chart.Correlation(iris[1:4])

Or this nice and simple visualisation:

library(corrplot)
x <- cor(iris[1:4])
corrplot(x, type="upper", order="hclust")

User · Answer

You can also calculate correlations for all variables but exclude selected ones  for example    mtcars  lt - data frame mtcars    here we exclude gear and carb variables cors  lt - cor subset mtcars  select   c -gear -carb      Also  to calculate correlation between each variable and one column you can use sapply      sapply effectively calls the corelation function for each column of mtcars and mtcars mpg cors2  lt - sapply mtcars  cor  y mtcars mpg

User · Answer

You might want to look at Quick-R  which has a lot of nice little tutorials on how you can do basic statistics in R  For example on correlations   http   www statmethods net stats correlations html

User · Answer

See corr test function in psych package    gt  corr test mtcars 1 4   Call corr test x   mtcars 1 4   Correlation matrix         mpg   cyl  disp    hp mpg   1 00 -0 85 -0 85 -0 78 cyl  -0 85  1 00  0 90  0 83 disp -0 85  0 90  1 00  0 79 hp   -0 78  0 83  0 79  1 00 Sample Size       mpg cyl disp hp mpg   32  32   32 32 cyl   32  32   32 32 disp  32  32   32 32 hp    32  32   32 32 Probability value       mpg cyl disp hp mpg    0   0    0  0 cyl    0   0    0  0 disp   0   0    0  0 hp     0   0    0  0   And yet another shameless self-advert  https   gist github com 887249

User · Answer

Use the same function  cor  on a data frame  e g     gt  cor VADeaths               Rural Male Rural Female Urban Male Urban Female Rural Male    1 0000000    0 9979869  0 9841907    0 9934646 Rural Female  0 9979869    1 0000000  0 9739053    0 9867310 Urban Male    0 9841907    0 9739053  1 0000000    0 9918262 Urban Female  0 9934646    0 9867310  0 9918262    1 0000000   Or  on a data frame also holding discrete variables   also sometimes referred to as factors   try something like the following    gt  cor mtcars  unlist lapply mtcars  is numeric                 mpg        cyl       disp         hp        drat         wt        qsec         vs          am       gear        carb mpg   1 0000000 -0 8521620 -0 8475514 -0 7761684  0 68117191 -0 8676594  0 41868403  0 6640389  0 59983243  0 4802848 -0 55092507 cyl  -0 8521620  1 0000000  0 9020329  0 8324475 -0 69993811  0 7824958 -0 59124207 -0 8108118 -0 52260705 -0 4926866  0 52698829 disp -0 8475514  0 9020329  1 0000000  0 7909486 -0 71021393  0 8879799 -0 43369788 -0 7104159 -0 59122704 -0 5555692  0 39497686 hp   -0 7761684  0 8324475  0 7909486  1 0000000 -0 44875912  0 6587479 -0 70822339 -0 7230967 -0 24320426 -0 1257043  0 74981247 drat  0 6811719 -0 6999381 -0 7102139 -0 4487591  1 00000000 -0 7124406  0 09120476  0 4402785  0 71271113  0 6996101 -0 09078980 wt   -0 8676594  0 7824958  0 8879799  0 6587479 -0 71244065  1 0000000 -0 17471588 -0 5549157 -0 69249526 -0 5832870  0 42760594 qsec  0 4186840 -0 5912421 -0 4336979 -0 7082234  0 09120476 -0 1747159  1 00000000  0 7445354 -0 22986086 -0 2126822 -0 65624923 vs    0 6640389 -0 8108118 -0 7104159 -0 7230967  0 44027846 -0 5549157  0 74453544  1 0000000  0 16834512  0 2060233 -0 56960714 am    0 5998324 -0 5226070 -0 5912270 -0 2432043  0 71271113 -0 6924953 -0 22986086  0 1683451  1 00000000  0 7940588  0 05753435 gear  0 4802848 -0 4926866 -0 5555692 -0 1257043  0 69961013 -0 5832870 -0 21268223  0 2060233  0 79405876  1 0000000  0 27407284 carb -0 5509251  0 5269883  0 3949769  0 7498125 -0 09078980  0 4276059 -0 65624923 -0 5696071  0 05753435  0 2740728  1 00000000

[r] Calculate correlation for more than two variables?

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