Library: | stats |
See also: | relation relationchi2 relationcont relationcorrcont relationrank |
Quantlet: | relationcorr | |
Description: | Computes the bravais-pearson correlation for metric data. |
Usage: | rel = relationcorr (x {, colname {, opt}) | |
Input: | ||
x | n x p variables | |
colname | p x 1 text vector of names of x variables | |
opt | q x 1 text vector of optional parameters | |
Output: | ||
rel.r | p x p matrix of correlation coefficients | |
rel.pval | p x p pvalue of t-statistic (r=0) |
; loads the library stats library("stats") ; read swiss banknote data x = read("bank2") ; compute the correlation coefficients colname = string("X%0.f", 1:cols(x)) relationcorr(x, colname, "automatic")
Contents of rel.r; [1,] 1 0.23129 0.15176 -0.1898 -0.061321 0.1943 [2,] 0.23129 1 0.74326 0.41378 0.36235 -0.50323 [3,] 0.15176 0.74326 1 0.48676 0.40067 -0.51648 [4,] -0.1898 0.41378 0.48676 1 0.14185 -0.62298 [5,] -0.061321 0.36235 0.40067 0.14185 1 -0.59404 [6,] 0.1943 -0.50323 -0.51648 -0.62298 -0.59404 1 Contents of rel.pval; [1,] 0 0.00098331 0.031935 0.0071053 0.38834 0.0058347 [2,] 0.00098331 0 0 1.1275e-09 1.3454e-07 3.0864e-14 [3,] 0.031935 0 0 2.7089e-13 4.1282e-09 4.885e-15 [4,] 0.0071053 1.1275e-09 2.7089e-13 0 0.045109 0 [5,] 0.38834 1.3454e-07 4.1282e-09 0.045109 0 0 [6,] 0.0058347 3.0864e-14 4.885e-15 0 0 0