CODEWITHSUNDEEP
rmatrix
Marian Greengrass
Marian Greengrass

Reputation: 23

matrix of correlations

I'm new to using R and I am trying to create a matrix of correlations. I have three independent variables (x1,x2,x3) and one dependent varaible (y).

I've been trying to use cor to make a matrix of the correlations, but so far I have bene unable to find a formula for doing this.

Upvotes: 2

Views: 1232

Answers (3)

bill_080
bill_080

Reputation: 4760

Correct me if I'm wrong, but assuming this is related to a regression problem, this might be what you're looking for:

#Set the number of data points and build 3 independent variables
set.seed(0)
numdatpoi <- 7
x1 <- runif(numdatpoi)
x2 <- runif(numdatpoi)
x3 <- runif(numdatpoi)

#Build the dependent variable with some added noise
noisig <- 10
yact <- 2 + (3 * x1) + (5 * x2) + (10 * x3)
y <- yact + rnorm(n=numdatpoi, mean=0, sd=noisig)

#Fit a linear model
rmod <- lm(y ~ x1 + x2 + x3)

#Build the variance-covariance matrix.  This matrix is typically what is wanted.
(vcv <- vcov(rmod))

#If needed, convert the variance-covariance matrix to a correlation matrix
(cm <- cov2cor(vcv))

From the above, here's the variance-covariance matrix:

            (Intercept)        x1        x2        x3
(Intercept)    466.5773   14.3368 -251.1715 -506.1587
x1              14.3368  452.9569 -170.5603 -307.7007
x2            -251.1715 -170.5603  387.2546  255.9756
x3            -506.1587 -307.7007  255.9756  873.6784

And, here's the associated correlation matrix:

            (Intercept)          x1         x2         x3
(Intercept)  1.00000000  0.03118617 -0.5908950 -0.7927735
x1           0.03118617  1.00000000 -0.4072406 -0.4891299
x2          -0.59089496 -0.40724064  1.0000000  0.4400728
x3          -0.79277352 -0.48912986  0.4400728  1.0000000

Upvotes: 1

John Smith
John Smith

Reputation: 110

x1=rnorm(20)
x2=rnorm(20)
x3=rnorm(20)
y=rnorm(20)
data=cbind(y,x1,x2,x3)
cor(data)

Upvotes: 2

Ali
Ali

Reputation: 9850

If I have correctly understood, you have a matrix of 3 columns (say x1 to x3) and many rows (as y values). You may act as follows:

foo = matrix(runif(30), ncol=3) # creating a matrix of 3 columns
cor(foo)

If you have already your values in 3 vectors x1 to x3, you can make foo like this: foo=data.frame(x1,x2,x3)

Upvotes: 1

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