Find Correlation Test

데이터 준비

library(caret)

## Loading required package: lattice

## Loading required package: ggplot2

R1 <- structure(c(1, 0.86, 0.56, 0.32, 0.85, 0.86, 1, 0.01, 0.74, 0.32, 
                  0.56, 0.01, 1, 0.65, 0.91, 0.32, 0.74, 0.65, 1, 0.36,
                  0.85, 0.32, 0.91, 0.36, 1), 
                .Dim = c(5L, 5L))
colnames(R1) <- rownames(R1) <- paste0("x", 1:ncol(R1))
R1

##      x1   x2   x3   x4   x5
## x1 1.00 0.86 0.56 0.32 0.85
## x2 0.86 1.00 0.01 0.74 0.32
## x3 0.56 0.01 1.00 0.65 0.91
## x4 0.32 0.74 0.65 1.00 0.36
## x5 0.85 0.32 0.91 0.36 1.00

findCorrelation(R1, exact=T, verbose=T)

## Compare row 5  and column  3 with corr  0.91 
##   Means:  0.61 vs 0.564 so flagging column 5 
## All correlations <= 0.9

## [1] 5

먼저 0.61 구하기

R2 <- R1
diag(R2) <- NA
mean(R2[5, ], na.rm=T)

## [1] 0.61

그다음 0.564 구하기

mean(R2[-3, ], na.rm=T)

## [1] 0.564375