How to find the correlation matrix with p-values for an R data frame?

The correlation matrix with p-values for an R data frame can be found by using the function rcorr of Hmisc package and read the output as matrix. For example, if we have a data frame called df then the correlation matrix with p-values can be found by using rcorr(as.matrix(df)).

Example

Consider the below data frame −

 Live Demo

df1<-data.frame(x1=rnorm(20),x2=rnorm(20),x3=rnorm(20,5,1.01)) df1

Output

         x1         x2           x3 1   -0.73652050  -0.63217859   5.185969 2   -2.01419490   0.34607185   4.481368 3    0.34235643   0.57178015   3.026729 4   -0.08378474   0.92191817   4.250791 5    0.83898327   0.07942875   3.211523 6   -0.02279024   0.63411399   5.194953 7    1.41945942   1.11677804   4.615502 8   -0.02649611  -0.12183326   5.823864 9    1.51668723  -0.05485461   4.569037 10  -1.26449629  -1.02647482   4.592757 11  -0.12044314  -0.44292038   6.876043 12  -0.45473954  -1.05514259   7.532017 13  -1.11612369  -1.15571563   5.815840 14  -0.60718723   0.67048948   5.429381 15  -0.36208570   1.16795697   5.338567 16  -0.07388237   0.66417818   3.412541 17  -0.76607395   0.38185805   5.127318 18   1.21366135  -1.58142860   6.173194 19   1.01896222   1.97880129   5.418979 20  -1.23818051  -0.99555593   6.024320

Loading Hmisc package and creating correlation matrix with p-values for data in df1 −

Example

library(Hmisc) rcorr(as.matrix(df1),type="pearson")

Output

     x1   x2     x3 x1 1.00  0.29  -0.18 x2 0.29  1.00  -0.45 x3 -0.18 -0.45  1.00 n= 20 P     x1     x2      x3 x1       0.2222  0.4548 x2 0.2222        0.0470 x3 0.4548 0.0470

Example

 Live Demo

df2<-data.frame(y1=rpois(20,5),y2=rpois(20,8),y3=rpois(20,2),y4=rpois(20,5)) df2

Output

   y1  y2 y3 y4 1  4  14  2  8 2  5  15  1  6 3  7   9  2  3 4  5  13  1  5 5  5   4  1  2 6  5   8  1  4 7  3   7  0  3 8  7  13  3  2 9  9  12  7  7 10 5  11  3  3 11 4   8  2  1 12 1   6  2  1 13 9   5  3  5 14 4   6  3  2 15 5   5  0  1 16 6   9  1  7 17 3   2  3  9 18 4   9  4  4 19 5  11  5  9 20 6   9  2  8

Creating correlation matrix with p-values for data in df2 −

Example

rcorr(as.matrix(df2),type="pearson")

Output

    y1     y2    y3    y4 y1  1.00  0.26  0.38   0.21 y2  0.26  1.00  0.19   0.27 y3  0.38  0.19  1.00   0.36 y4  0.21  0.27  0.36   1.00 n= 20 P       y1    y2      y3     y4 y1        0.2712 0.0980  0.3737 y2 0.2712        0.4101  0.2490 y3 0.0980 0.4101         0.1152 y4 0.3737 0.2490 0.1152