Question

I have a large correlation matrix result in R – for now about 30 items correlated against each other – so the array has about 10,000 cells. I want to find the largest 5 and smallest 5 results. How can I do this?

Here’s what a very small portion – the upper left corner – looks like:

               PL1         V3          V4         V5
PL1     1.00000000 0.19905701 -0.02994034 -0.1533846
V3      0.19905701 1.00000000  0.09036472  0.1306054
V4     -0.02994034 0.09036472  1.00000000  0.1848030
V5     -0.15338465 0.13060539  0.18480296  1.0000000

The values in the table are always between 1 & -1 and if it helps, being a correlation matrix the upper half above the diagonal is a duplicate of the lower half below the diagonal.

I need the most positive 5 less than 1 and the most negative 5 including -1 if it exists.

Thanks in advance.

Answer 1

You want to find the largest and smallest correlations and probably know not only what, but where those values came from. It’s easy.

x<-matrix(runif(25),5,5)
cor<-cor(x)
l <- length(cor)
l1 <- length(cor[cor<1])

#the actual high and low correlation indexes 
corHigh <- order(cor)[(l1-4):l1]
corLow <- order(cor)[1:5]
#(if you just want to view the correlations cor[corLow] or cor[corHigh] works fine)

#isolate them in the matrix so you can see where they came from easily
corHighView <- cor
corHighView[!1:l %in% corHigh] <- NA
corLowView <- cor
corLowView[!1:l %in% corLow] <- NA

#look at your matrix with your target correlations sticking out like a sore thumb
corLowView
corHighView