Rank correlation matrix — tda_rcorr • tdaR

rcorr: Kendall's tau rank correlation between every pair of a set of variables. Verified against cor(method = "kendall"): exact match.

Usage

tda_rcorr(data, variables = NULL, options = list(), dir = tempfile("tda"), ...)

Arguments

data: a data frame or matrix.
variables: optional subset of data's column names to use, instead of all of them.
options: a named list of further TDA options, passed through.
dir: working directory.
...: passed to tda_run.

Value

A matrix, Kendall's tau between each pair of variables, with 1 on the diagonal.

See also

Other descriptive statistics: tda_brr(), tda_cov(), tda_dstat(), tda_freq(), tda_independence(), tda_ineq(), tda_loglin(), tda_quant(), tda_segr(), tda_subm()

Examples

set.seed(1)
d <- data.frame(x1 = rnorm(20), x2 = rnorm(20), x3 = rnorm(20))
tda_rcorr(d)
#>            x1         x2         x3
#> x1  1.0000000 -0.1473684  0.2105263
#> x2 -0.1473684  1.0000000 -0.1368421
#> x3  0.2105263 -0.1368421  1.0000000
tda_rcorr(d, variables = c("x1", "x2"))
#>            x1         x2
#> x1  1.0000000 -0.1473684
#> x2 -0.1473684  1.0000000