[R] cor() on sets of vectors

[ilai]

On Thu, Feb 23, 2012 at 3:24 PM, Bert Gunter <gunter.berton at gene.com> wrote:
> Use 1:n as an index.
>
> e.g.
> sapply(1:n, function(i) cor(x[,i],y[,i]))

## sapply is a good solution (the only one I could think of too), but
not always worth it:

# for 100 x 1000
 x <- data.frame(matrix(rnorm(100000),nc=1000))
 y <- data.frame(matrix(rnorm(100000),nc=1000))
 system.time(diag(cor(x,y)))
#   user  system elapsed
#  0.592   0.008   0.623
system.time(sapply(1:1000,function(i) cor(x[,i],y[,i])))
#   user  system elapsed
#  0.384   0.000   0.412

# Great. but for 10 x 1000
x <- data.frame(matrix(rnorm(10000),nc=1000))
y <- data.frame(matrix(rnorm(10000),nc=1000))
system.time(diag(cor(x,y)))
#   user  system elapsed
#  0.256   0.008   0.279
system.time(sapply(1:1000,function(i) cor(x[,i],y[,i])))
#   user  system elapsed
#  0.376   0.000   0.388

# or 100 x 100
 system.time(diag(cor(x,y)))
#   user  system elapsed
#  0.016   0.000   0.014
 system.time(sapply(1:100,function(i) cor(x[,i],y[,i])))
#   user  system elapsed
#  0.036   0.000   0.036

# Not so great.

Bottom line, as always, it depends.

Cheers
Elai




>
> -- Bert
>
>
>
> On Thu, Feb 23, 2012 at 2:10 PM, Sam Steingold <sds at gnu.org> wrote:
>> suppose I have two sets of vectors: x1,x2,...,xN and y1,y2,...,yN.
>> I want N correlations: cor(x1,y1), cor(x2,y2), ..., cor(xN,yN).
>> my sets of vectors are arranged as data frames x & y (vector=column):
>>
>>  x <- data.frame(a=rnorm(10),b=rnorm(10),c=rnorm(10))
>>  y <- data.frame(d=rnorm(10),e=rnorm(10),f=rnorm(10))
>>
>> cor(x,y) returns a _matrix_ of all pairwise correlations:
>>
>>  cor(x,y)
>>          d          e            f
>> a 0.2763696 -0.3523757 -0.373518870
>> b 0.5892742 -0.1969161 -0.007159589
>> c 0.3094301  0.1111997 -0.094970748
>>
>> which is _not_ what I want.
>>
>> I want diag(cor(x,y)) but without the N^2 calculations.
>>
>> thanks.
>>
>> --
>> Sam Steingold (http://sds.podval.org/) on Ubuntu 11.10 (oneiric) X 11.0.11004000
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>> Never argue with an idiot: he has more experience with idiotic arguments.
>>
>> ______________________________________________
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>> and provide commented, minimal, self-contained, reproducible code.
>
>
>
> --
>
> Bert Gunter
> Genentech Nonclinical Biostatistics
>
> Internal Contact Info:
> Phone: 467-7374
> Website:
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>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.