Computing the correlation graph
Computes the correlation graph. This is the graph in which an edge is drawn between node i and node j, if the null hypothesis “Correlation between X_i and X_j is zero” can be rejected at the given significance level alpha.
corGraph(dm, alpha=0.05, Cmethod="pearson")
dm |
numeric matrix with rows as samples and columns as variables. |
alpha |
significance level for correlation test (numeric) |
Cmethod |
a |
Markus Kalisch (kalisch@stat.math.ethz.ch) and Martin Maechler
## create correlated samples
x1 <- rnorm(100)
x2 <- rnorm(100)
mat <- cbind(x1,x2, x3 = x1+x2)
if (require(Rgraphviz)) {
## ``analyze the data''
(g <- corGraph(mat)) # a 'graphNEL' graph, undirected
plot(g) # ==> (1) and (2) are each linked to (3)
## use different significance level and different method
(g2 <- corGraph(mat, alpha=0.01, Cmethod="kendall"))
plot(g2) ## same edges as 'g'
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