Fast correlation with test — cor_fast • ICIKendallTau

Allows to run cor.test on a matrix of inputs.

Usage

cor_fast(
  x,
  y = NULL,
  use = "everything",
  method = "pearson",
  alternative = "two.sided",
  continuity = FALSE,
  return_matrix = TRUE
)

x: a numeric vector, matrix, or data frame.
y: NULL (default) or a vector.
use: an optional character string giving a method for computing correlations in the presence of missing values. This must be (an abbreviation of) one of the strings "everything", "all.obs", "complete.obs", or "pairwise.complete.obs".
method: which correlation method to use, "pearson" or "spearman"
alternative: how to perform the statistical test
continuity: should a continuity correction be applied
return_matrix: should the matrices of values be returned, or a long data.frame

a list of matrices, rho, pvalue, or a data.frame.

Although the interface is mostly identical to the built-in stats::cor.test() method, there are some differences.

if only x is provided as a matrix, the columns must be named.
if providing both x and y, it is assumed they are both single vectors.
if NA values are present, this function does not error, but will either remove them or return NA, depending on the option.
"na.or.complete" is not a valid option for use.
A named list with matrices or data.frame is returned, with the rho and pvalue values.