统计学（三）：相关系数

1.简单相关系数

• 两个变量的相关系数

library(car)
data = as.data.frame(state.x77)
Population = data$Population
Income = data$Income
cor(Population,Income,method = 'pearson') # pearson相关系数，两变量为正态分布
cor(Population,Income,method = 'spearman') # spearman秩相关系数，变量分布未知
cor(Population,Income,method = 'kendall') # kendall相关系数，变量分布未知

• 相关系数检验

cor.test(Population,Income,method = 'pearson')
cor.test(Population,Income,method = 'spearman')
cor.test(Population,Income,method = 'kendall')

• 多个变量，两两相关系数矩阵

cor(data,method = 'pearson') 
cor(data,method = 'spearman') 
cor(data,method = 'kendall') 

2.偏相关系数

library(corpcor)
r = cor(data,method = 'pearson')
pcor = cor2pcor(r)