Matriz de Información:X

library(readr)
library(kableExtra)
url_link<-"http://halweb.uc3m.es/esp/Personal/personas/agrane/libro/ficheros_datos/capitulo_7/datos_prob_7_3.txt"
mat_X<-read_table2(url_link,col_names = FALSE)

mat_X %>% head() %>% 
  kable(caption ="Matriz de información:" ,align = "c",digits = 6) %>% 
  kable_material(html_font = "sans-serif")
Matriz de información:
X1 X2 X3 X4 X5 X6 X7 X8
30 41 670 3903 12 94 341 1.2
124 46 410 955 6 57 89 0.5
95 48 370 6 5 26 20 0.1
90 43 680 435 8 20 331 1.6
112 41 100 1293 2 51 22 0.1
73 51 390 6115 4 35 93 0.2

Cálculo de V(X):

library(dplyr)
library(kableExtra)
cov(mat_X) %>% 
  kable(caption="Cálculo de V(X) a través de R base",
        align = "c",
        digits = 2) %>% 
  kable_material(html_font = "sans-serif") %>% 
  kable_styling(bootstrap_options = c("striped", "hover"))
Cálculo de V(X) a través de R base
X1 X2 X3 X4 X5 X6 X7 X8
X1 716.12 45.06 -2689.61 -16082.06 -121.63 -1019.06 -1844.37 -5.15
X2 45.06 46.94 -144.31 2756.71 -24.63 -938.41 -205.25 -0.42
X3 -2689.61 -144.31 36389.87 123889.71 740.82 838.33 17499.38 73.48
X4 -16082.06 2756.71 123889.71 5736372.38 3078.97 6672.44 140343.50 412.79
X5 -121.63 -24.63 740.82 3078.97 51.47 405.58 565.22 1.59
X6 -1019.06 -938.41 838.33 6672.44 405.58 26579.56 3149.77 -2.96
X7 -1844.37 -205.25 17499.38 140343.50 565.22 3149.77 16879.39 64.51
X8 -5.15 -0.42 73.48 412.79 1.59 -2.96 64.51 0.28

Cálculo de R(X) Usando R base

library(dplyr)
library(kableExtra)
cor(mat_X) %>% 
  kable(caption="Cálculo de R(X) a través de R base",
        align = "c",
        digits = 2) %>% 
  kable_material(html_font = "sans-serif") %>% 
  kable_styling(bootstrap_options = c("striped", "hover"))
Cálculo de R(X) a través de R base
X1 X2 X3 X4 X5 X6 X7 X8
X1 1.00 0.25 -0.53 -0.25 -0.63 -0.23 -0.53 -0.36
X2 0.25 1.00 -0.11 0.17 -0.50 -0.84 -0.23 -0.12
X3 -0.53 -0.11 1.00 0.27 0.54 0.03 0.71 0.73
X4 -0.25 0.17 0.27 1.00 0.18 0.02 0.45 0.32
X5 -0.63 -0.50 0.54 0.18 1.00 0.35 0.61 0.42
X6 -0.23 -0.84 0.03 0.02 0.35 1.00 0.15 -0.03
X7 -0.53 -0.23 0.71 0.45 0.61 0.15 1.00 0.93
X8 -0.36 -0.12 0.73 0.32 0.42 -0.03 0.93 1.00

Versiones gráficas de R(X)

Usando el paquete PerformanceAnalytics

library(PerformanceAnalytics)
chart.Correlation(as.matrix(mat_X),histogram = TRUE,pch=12)

Usando el paquete corrplot (Ejemplo_Clase)

library(corrplot)
library(grDevices)
library(Hmisc)
Mat_R<-rcorr(as.matrix(mat_X))
corrplot(Mat_R$r,
         p.mat = Mat_R$r,
         type="upper",
         tl.col="black",
         tl.srt = 20,
         pch.col = "blue",
         insig = "p-value",
         sig.level = -1,
         col = terrain.colors(100))

#EJEMPLO 1

col4 <- colorRampPalette(c("green", "red", "#FF7F00", "yellow", "purple",
                           "cyan", "#007FFF", "blue", "light blue"))
Mat_R<-rcorr(as.matrix(mat_X))
corrplot(Mat_R$r,
         p.mat = Mat_R$r,
         type="full",
         tl.col="red",
         tl.srt = 15,
         pch.col = "black",
         insig = "p-value",
         sig.level = -1,
         order = "hclust",
         method = "circle",
         addrect = 3,
         col = col4(100))

#EJEMPLO 2

corrplot(Mat_R$r,
         p.mat = Mat_R$r,
         method="ellipse",
         type="lower",
         order="FPC",
         tl.col="red",
         tl.srt = 20,
         pch.col = "blue",
         insig = "p-value",
         sig.level = -1,
         col = heat.colors(60))