Correlation between groups in R data.table

Question

Is there a way of elegantly calculating the correlations between values if those values are stored by group in a single column of a data.table (other than converting the dat

Answer 1

There is no simple way to do this with data.table. The first way you've provided:

cor(dt["a"]$value, dt["b"]$value)

Is probably the simplest.

An alternative is to reshape your data.table from "long" format, to "wide" format:

> dtw <- reshape(dt, timevar="group", idvar="id", direction="wide")
> dtw
   id    value.a    value.b
1:  1 -0.6264538  0.3295078
2:  2  0.1836433 -0.8204684
3:  3 -0.8356286  0.4874291
4:  4  1.5952808  0.7383247
> cor(dtw[,list(value.a, value.b)])
          value.a   value.b
value.a 1.0000000 0.1556371
value.b 0.1556371 1.0000000

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Update: If you're using data.table version >= 1.9.0, then you can use dcast.data.table instead which'll be much faster. Check this post for more info.

dcast.data.table(dt, id ~ group)