r - 有没有快速的方法来呈现上面板的 Pearson 相关性和下面板的 Spearman 相关性？

Question

corrgram 库提供了绘制优雅相关图的机会。但是，文档中没有简单的方法可以在同一张图上同时获得 Spearman 和 Pearson 相关性。

也许计算两个系数的相关矩阵并将它们粘贴是一种选择，但这似乎不是正确的方法。

我认为图像会正确解释我想要得到的东西:

我想得到:

cors <- cor(state.x77, method = "pearson")
corsSp <- cor(state.x77, method = "spearman")
for(i in 1:nrow(cors))
{
for(j in i:ncol(cors))
{
cors[i,j] <- corsSp[i,j]
m[i,j] <- j
}
}
corrgram(cors, type = "corr")

以更优雅的方式。

Answer 1

您可以尝试通过 ggplot 手动重建您的图表，这会给出非常相似的结果(图案背景除外):

library(ggplot2)
library(tibble)
library(dplyr)
library(tidyr)

## transform the cor matrix (with pearons and spearmann coeeficients) 
cor_cleaned <- cors %>%
  as.data.frame() %>%
  rownames_to_column("x") %>%
  as_tibble() %>%
  gather(y, cor, -x) %>%
  mutate(x   = factor(x, unique(x)),
         y   = factor(y, rev(levels(x))),
         dir = factor(sign(cor)))

cor_tri <- cor_cleaned %>%
  filter(x != y)

cor_diag <- cor_cleaned %>%
  filter(x == y)

ggplot(cor_tri, aes(x, y, alpha = abs(cor), fill = dir)) +
  geom_tile(show.legend = FALSE, color = "gray") +
  geom_tile(show.legend = FALSE, color = "gray", fill = NA, data = cor_diag) +
  geom_text(aes(label = y), data = cor_diag, show.legend = FALSE) + 
  scale_fill_manual(values = c("1" = "navy", "-1" = "red")) +
  theme_minimal() +
  theme(panel.grid = element_blank(),
        axis.text  = element_blank(),
        axis.title = element_blank())