Computing Correlation Matrix in R
In R Programming Language, a correlation matrix can be completed using the cor( ) function, which has the following syntax:
Syntax: cor (x, use = , method = )
Parameters:
x: It is a numeric matrix or a data frame.
use: Deals with missing data.
- all.obs: this parameter value assumes that the data frame has no missing values and throws an error in case of violation.
- complete.obs: listwise deletion.
- pairwise.complete.obs: pairwise deletion.
method: Deals with a type of relationship. Either Pearson, Spearman, or Kendall can be used for computation. The default method used is Pearson.
Correlation Matrix in R Programming
Correlation refers to the relationship between two variables. It refers to the degree of linear correlation between any two random variables. This Correlation Matrix in R can be expressed as a range of values expressed within the interval [-1, 1]. The value -1 indicates a perfect non-linear (negative) relationship, 1 is a perfect positive linear relationship and 0 is an intermediate between neither positive nor negative linear interdependency. Hoindependent of each other completely. Correlation Matrix in R computes the linear relationship degree between a set of random variables, taking one pair at a time and performing for each set of pairs within the data.