highCor returns ordered index-pairs of high to low correlation

This function uses the correlation matrix C of a sample X, orders all values from the upper triangle of C (excluding the diagonal) from highest to lowest correlation value and returns the indices as a data.frame.

Usage

highCor(C)

Arguments

C

the correlation matrix of a sample, no attributes need be present other than dim.

Value

data.frame with columns i and j, representing the rows and columns of high to low correlation pairs.

Details

When truncated, the result can be used to plot only pairs with high correlation.

Examples

A <- matrix(
  c(
     1,  -1, 0.1,
    -1,   1, 0.4,
   0.1, 0.4,   1
  ),3,3
)
print(highCor(A))
#>   i j
#> 1 1 2
#> 2 2 3
#> 3 1 3
#> 4 1 1
#> 5 2 1
#> 6 3 1
#> 7 2 2
#> 8 3 2
#> 9 3 3