Re: [R] A possible too old question on significant test of correlationmatrix

From: Dimitris Rizopoulos <>
Date: Mon 10 Jul 2006 - 17:57:43 EST

you can use function rcor.test() from package 'ltm', e.g.,

help(rcor.test, package = "ltm")

dat <- data.frame(matrix(rnorm(1000), 100, 10))

rcor.test(dat, method = "kendall")
rcor.test(dat, method = "spearman")

I hope it helps.


Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium

Tel: +32/(0)16/336899
Fax: +32/(0)16/337015

> Dear all,
> I'm working on a data.frame named, which has n cases and m
> columns.
> I generate the correlation matrix of by
>> cor(
> I find that there is no p-value on each correlation in the
> correlation
> matrix. I searched in the R-help mail list and found some related
> posts, but I didn't find direct way to solve the problem. Someone
> said
> to use cor.test() or t.test(). The problem is that cor.test() and
> t.test() can only apply on two vectors, not on a data.frame or a
> matrix.
> My solution is
> for (i in 1:(ncol( -1)) {
> cor.test([,i],[, i+1])
> }
> I think it is a stupid way. Is there a direct way to do so? After
> all,
> it is a basic function to generate significant level of a
> correlation
> in a correlation matrix.
> Thank you in advance!
> Wei-Wei
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Disclaimer: mailing list PLEASE do read the posting guide! Received on Mon Jul 10 18:05:08 2006

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