如何 return R corrplot 中的重要匹配项？

Question

我想return从图1中显示的以下结果中显着匹配

library("corrplot")

M <- cor(mtcars)

# http://www.sthda.com/english/wiki/visualize-correlation-matrix-using-correlogram
cor.mtest <- function(mat, ...) {
    mat <- as.matrix(mat)
    n <- ncol(mat)
    p.mat<- matrix(NA, n, n)
    diag(p.mat) <- 0
    for (i in 1:(n - 1)) {
        for (j in (i + 1):n) {
            tmp <- cor.test(mat[, i], mat[, j], ...)
            p.mat[i, j] <- p.mat[j, i] <- tmp$p.value
        }
    }
  colnames(p.mat) <- rownames(p.mat) <- colnames(mat) 
  p.mat
}

N <- length(mtcars) -1
p.mat <- cor.mtest(mtcars)
head(p.mat[, 1:N])
ids <- seq(1,N) 

corrplot(M, type="upper", order="hclust", tl.pos=c("td"), method="circle",  
    tl.cex = 0.5, tl.col = 'black', 
    diag = FALSE, p.mat = p.mat, 
    sig.level = 0.0000005)

图1 输出

预期输出

cyl: wt hp
disp: wt hp cyl
...

R: 3.3.1
OS：Debian 8.5

Answer 1

如何使用 cor.test 遍历每个变量名称对？例如：

sapply(names(mtcars), function(n1) {
    p <- sapply(setdiff(names(mtcars), n1), function(n2)
        cor.test(mtcars[, n1], mtcars[, n2])$p.value < 0.0000005)
    names(p)[p]
})
# $mpg
# [1] "cyl"  "disp" "hp"   "wt"  
# 
# $cyl
# [1] "mpg"  "disp" "hp"   "wt"   "vs"  
# 
# $disp
# [1] "mpg" "cyl" "hp"  "wt" 
# 
# $hp
# [1] "mpg"  "cyl"  "disp"
# 
# $drat
# character(0)
# 
# $wt
# [1] "mpg"  "cyl"  "disp"
# 
# $qsec
# character(0)
# 
# $vs
# [1] "cyl"
# 
# $am
# [1] "gear"
# 
# $gear
# [1] "am"
# 
# $carb
# character(0)

Answer 2

此处适用关于多重测试的常见警告。

我会写一个矢量化的cor.test（有一个原因是统计数据包不可用，见上文）。

cor.test.all <- function(DF) {
  #based on code from stats:::cor.test.default
  #see license() for the license 
  #two-sided test for pearson correlation 
  #without adjustment of p-values
  #no Na treatment
  r <- cor(DF)
  df <- nrow(DF) - 2L
  t <-  sqrt(df) * r/sqrt(1 - r^2)
  2 * pmin(pt(t, df), pt(t,  df, lower.tail = FALSE))
}

cor.p <- cor.test.all(mtcars)
diag(cor.p) <- NA
res <- which(cor.p < 0.0000005, arr.ind = TRUE)

split(colnames(cor.p)[res[,2]], rownames(cor.p)[res[,1]])
#$am
#[1] "gear"
#
#$cyl
#[1] "mpg"  "disp" "hp"   "wt"   "vs"  
#
#$disp
#[1] "mpg" "cyl" "hp"  "wt" 
#
#$gear
#[1] "am"
#
#$hp
#[1] "mpg"  "cyl"  "disp"
#
#$mpg
#[1] "cyl"  "disp" "hp"   "wt"  
#
#$vs
#[1] "cyl"
#
#$wt
#[1] "mpg"  "cyl"  "disp"

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