R: Function to compute various correlation measures between two...

correlate {mRMRe} | R Documentation

## Function to compute various correlation measures between two variables

### Description

Correlate is a function that cestimates correlation between two variables, which can be either continuous, categorical (ordered factor) or censored (survival data).

### Usage

    correlate(X, Y, method = c("pearson", "spearman", "kendall", "frequency", "cramersv",
    		"cindex"),strata, weights, outX = TRUE, bootstrap_count = 0, alpha = 0.05,
     		alternative = c("two.sided", "less", "greater"))

### Arguments

`X` | Vector of type numeric, ordered factor, or Surv.
`Y` | Vector of type numeric, ordered factor, or Surv of same length as `X`.
`method` | One of the following values: pearson, spearman, kendall, frequency, cramersv, or cindex.
`strata` | Vector of type factor corresponding to the sample strata.
`weights` | Vector of type numeric corresponding to the sample weights.
`outX` | For cindex, if set to `TRUE`, ignore ties; otherwise, take them into account when computing the concordance index.
`bootstrap_count` | If set to `0`, analytical standard error for the correlation estimate in each strata is used to compute the meta-estimate (inverse-variance weighting avarega); otherwise a number of bootstraps are used to computes standard errors.
`alpha` | The probability of Type I error that is, rejecting a null hypothesis when it is in fact true
`alternative` | a character string specifying the alternative hypothesis,must be one of two.sided (default), greater or less. You can specify just the initial letter.

### Details

The `correlate` function could be used to measure correlation between any types of variables:

numeric vs. numeric

  Pearson, Spearman, Kendall or concordance index

numeric vs. ordered factor

  concordance index (Somers' Dxy)

numeric vs. survival data

  concordance index (Somers' Dxy)

ordered factor vs. ordered factor

  Carmer's V

ordered factor vs. survival data

  concordance index (Somers' Dxy)

survival data vs. survival data

  concordance index (Somers' Dxy)

Part of the code underlying `correlate` is also used in `mim` method of the `mRMRe.Data` object because correlations are used to build the mutual information matrix in order for feature selection to take place. This is why these two functions have many argiuments in common.

### Value

`estimate` | point estimate
`se` | standard error
`lower` | lower confidence bound
`upper` | upper confidence bound
`p` | p-value
`n` | sample size

### Author(s)

Nicolas De Jay, Simon Papillon-Cavanagh, Benjamin Haibe-Kains

### See Also

`mRMRe.Data-class`

### Examples

    set.thread.count(2)

    ## load data
    data(cgps)

    ## spearman correlation coefficent between the first gene and Camptothecin IC50
    correlate(X=cgps.ge[ ,1], Y=cgps.ic50, method="spearman")

    ## concordance index between the first gene and Camptothecin IC50
    correlate(X=cgps.ge[ ,1], Y=cgps.ic50, method="cindex")

[Package mRMRe version 2.0.7 Index]