pearson相關分析在R中的實現

三個相關性函數：

cor():R自帶的，輸入數據可以是vector，matrix，data.frame，輸出兩兩的相關系數R值

cor.test()：R自帶的，輸入數據只能是兩個vector，輸出兩個變量的相關系數R值，顯著性水平a值

corr.test()：psych包的，輸入數據可以是data.frame，輸出兩兩變量的相關系數R值，顯著性水平a值

 

> cor(state.x77)
            Population     Income  Illiteracy    Life Exp     Murder     HS Grad      Frost        Area
Population  1.00000000  0.2082276  0.10762237 -0.06805195  0.3436428 -0.09848975 -0.3321525  0.02254384
Income      0.20822756  1.0000000 -0.43707519  0.34025534 -0.2300776  0.61993232  0.2262822  0.36331544
Illiteracy  0.10762237 -0.4370752  1.00000000 -0.58847793  0.7029752 -0.65718861 -0.6719470  0.07726113
Life Exp   -0.06805195  0.3402553 -0.58847793  1.00000000 -0.7808458  0.58221620  0.2620680 -0.10733194
Murder      0.34364275 -0.2300776  0.70297520 -0.78084575  1.0000000 -0.48797102 -0.5388834  0.22839021
HS Grad    -0.09848975  0.6199323 -0.65718861  0.58221620 -0.4879710  1.00000000  0.3667797  0.33354187
Frost      -0.33215245  0.2262822 -0.67194697  0.26206801 -0.5388834  0.36677970  1.0000000  0.05922910
Area        0.02254384  0.3633154  0.07726113 -0.10733194  0.2283902  0.33354187  0.0592291  1.00000000
> cor.test(state.x77[,1],state.x77[,2])

	Pearson's product-moment correlation

data:  state.x77[, 1] and state.x77[, 2]
t = 1.475, df = 48, p-value = 0.1467
alternative hypothesis: true correlation is not equal to 0
95 percent confidence interval:
 -0.07443435  0.45991855
sample estimates:
      cor 
0.2082276 

> corr.test(state.x77)
Call:corr.test(x = state.x77)
Correlation matrix 
           Population Income Illiteracy Life Exp Murder HS Grad Frost  Area
Population       1.00   0.21       0.11    -0.07   0.34   -0.10 -0.33  0.02
Income           0.21   1.00      -0.44     0.34  -0.23    0.62  0.23  0.36
Illiteracy       0.11  -0.44       1.00    -0.59   0.70   -0.66 -0.67  0.08
Life Exp        -0.07   0.34      -0.59     1.00  -0.78    0.58  0.26 -0.11
Murder           0.34  -0.23       0.70    -0.78   1.00   -0.49 -0.54  0.23
HS Grad         -0.10   0.62      -0.66     0.58  -0.49    1.00  0.37  0.33
Frost           -0.33   0.23      -0.67     0.26  -0.54    0.37  1.00  0.06
Area             0.02   0.36       0.08    -0.11   0.23    0.33  0.06  1.00
Sample Size 
[1] 50
Probability values (Entries above the diagonal are adjusted for multiple tests.) 
           Population Income Illiteracy Life Exp Murder HS Grad Frost Area
Population       0.00   1.00       1.00     1.00   0.23    1.00  0.25 1.00
Income           0.15   0.00       0.03     0.23   1.00    0.00  1.00 0.16
Illiteracy       0.46   0.00       0.00     0.00   0.00    0.00  0.00 1.00
Life Exp         0.64   0.02       0.00     0.00   0.00    0.00  0.79 1.00
Murder           0.01   0.11       0.00     0.00   0.00    0.01  0.00 1.00
HS Grad          0.50   0.00       0.00     0.00   0.00    0.00  0.16 0.25
Frost            0.02   0.11       0.00     0.07   0.00    0.01  0.00 1.00
Area             0.88   0.01       0.59     0.46   0.11    0.02  0.68 0.00

 To see confidence intervals of the correlations, print with the short=FALSE option