Calculates the pairwise Pearson correlation between all columns
within a fixed window size (win)
using the use = "pairwise.complete.obs" option
from cor(). That is, the correlation
between each pair of variables is computed using all complete pairs
of observations on those variables.
slcor(x, win = 1L)A numeric matrix. The variables index the columns.
The size of the window. Defaults to 1.
A correlation matrix with only the observations within a window containing calculated correlations.
set.seed(1)
n <- 10
p <- 100
xmat <- matrix(rnorm(n * p), ncol = n)
xmat[sample(n * p, size = 30)] <- NA_real_
slcor(xmat, win = 2)
#> [,1] [,2] [,3] [,4] [,5] [,6]
#> [1,] 1.00000000 -0.01630404 0.04259209 NA NA NA
#> [2,] -0.01630404 1.00000000 -0.07108527 -0.00698654 NA NA
#> [3,] 0.04259209 -0.07108527 1.00000000 0.06059139 -0.02902797 NA
#> [4,] NA -0.00698654 0.06059139 1.00000000 0.08572247 -0.13856139
#> [5,] NA NA -0.02902797 0.08572247 1.00000000 -0.04491246
#> [6,] NA NA NA -0.13856139 -0.04491246 1.00000000
#> [7,] NA NA NA NA 0.03849965 0.01209165
#> [8,] NA NA NA NA NA -0.12981911
#> [9,] NA NA NA NA NA NA
#> [10,] NA NA NA NA NA NA
#> [,7] [,8] [,9] [,10]
#> [1,] NA NA NA NA
#> [2,] NA NA NA NA
#> [3,] NA NA NA NA
#> [4,] NA NA NA NA
#> [5,] 0.03849965 NA NA NA
#> [6,] 0.01209165 -0.12981911 NA NA
#> [7,] 1.00000000 0.12268533 -0.01350859 NA
#> [8,] 0.12268533 1.00000000 -0.04209290 0.06735998
#> [9,] -0.01350859 -0.04209290 1.00000000 0.21561209
#> [10,] NA 0.06735998 0.21561209 1.00000000