A matrix version of cor.test()

Question

Cor.test() takes vectors x and y as arguments, but I have an entire matrix of data that I want to test, pairwise. Cor() t

Answer 1

If you're strictly after the pvalues in a matrix format from cor.test here's a solution shamelessly stolen from Vincent (LINK):

cor.test.p <- function(x){
    FUN <- function(x, y) cor.test(x, y)[["p.value"]]
    z <- outer(
      colnames(x), 
      colnames(x), 
      Vectorize(function(i,j) FUN(x[,i], x[,j]))
    )
    dimnames(z) <- list(colnames(x), colnames(x))
    z
}

cor.test.p(mtcars)

Note: Tommy also provides a faster solution though less easy to impliment. Oh and no for loops :)

Edit I have a function v_outer in my qdapTools package that makes this task pretty easy:

library(qdapTools)
(out <- v_outer(mtcars, function(x, y) cor.test(x, y)[["p.value"]]))
print(out, digits=4)  # for more digits