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Formatted Table of Highly Correlated Variable Pairs

Source: R/corr_test_all.R
correlated_pairs_table.Rd

Evaluates pairwise correlation between all numeric columns in `data` and returns a tidy table of variable pairs exceeding a correlation threshold.

Usage

correlated_pairs_table(
  data,
  cutoff = 0.5,
  method = c("pearson", "spearman", "kendall"),
  use = c("pairwise.complete.obs", "complete.obs"),
  sort = c("abs_desc", "desc", "p_value", "none")
)

Arguments

data

A data frame or tibble.

cutoff

Minimum absolute correlation threshold (default 0.50). Set to 0 to return all pairs.

method

Correlation method: `"pearson"` (default), `"kendall"`, or `"spearman"`.

use

Missing value handling passed to [stats::cor.test] (default `"pairwise.complete.obs"`).

sort

Sorting order: `"abs_desc"` (default, descending absolute correlation), `"desc"` (descending raw correlation), `"p_value"` (ascending p-value), or `"none"`.

Value

A tibble with columns `var1`, `var2`, `r`, `abs_r`, `p_value`.

Details

Unlike [drop_correlated_columns()], which returns column names or indices to *drop* for multicollinearity, `correlated_pairs_table()` preserves and reports the pairwise correlation metrics, absolute magnitude, and p-values for all pairs above `cutoff`.

See also

[drop_correlated_columns()], [corr_test_all()], [plot_corr_scatter()]

Examples

correlated_pairs_table(mtcars, cutoff = 0.7)
#> # A tibble: 19 × 5
#>    var1  var2       r abs_r  p_value
#>    <chr> <chr>  <dbl> <dbl>    <dbl>
#>  1 cyl   disp   0.902 0.902 1.80e-12
#>  2 disp  wt     0.888 0.888 1.22e-11
#>  3 mpg   wt    -0.868 0.868 1.29e-10
#>  4 mpg   cyl   -0.852 0.852 6.11e-10
#>  5 mpg   disp  -0.848 0.848 9.38e-10
#>  6 cyl   hp     0.832 0.832 3.48e- 9
#>  7 cyl   vs    -0.811 0.811 1.84e- 8
#>  8 am    gear   0.794 0.794 5.83e- 8
#>  9 disp  hp     0.791 0.791 7.14e- 8
#> 10 cyl   wt     0.782 0.782 1.22e- 7
#> 11 mpg   hp    -0.776 0.776 1.79e- 7
#> 12 hp    carb   0.750 0.750 7.83e- 7
#> 13 qsec  vs     0.745 0.745 1.03e- 6
#> 14 hp    vs    -0.723 0.723 2.94e- 6
#> 15 drat  am     0.713 0.713 4.73e- 6
#> 16 drat  wt    -0.712 0.712 4.78e- 6
#> 17 disp  vs    -0.710 0.710 5.24e- 6
#> 18 disp  drat  -0.710 0.710 5.28e- 6
#> 19 hp    qsec  -0.708 0.708 5.77e- 6