bullseye is an R package which calculates measures of
correlation and other association scores for pairs of variables in a
dataset and offers visualisations of these measures in different
layouts. The package also calculates and visualises the pairwise scores
for different levels of a grouping variable.
This vignette gives an overview of how these pairwise variable measures are calculated. Visualisations of these calculated measures are provided in the accompanying vignette.
Table 1 lists the different measures of association provided in the package with the variable types they can be used with, the package used for calculation, the information on whether the measure is symmetric, and the minimum and maximum value of the measure.
| name | nn | ff | fn | from | range | ordinal |
|---|---|---|---|---|---|---|
| pair_cor | TRUE | FALSE | FALSE | cor | [-1,1] | NA |
| pair_dcor | TRUE | FALSE | FALSE | energy::dcor2d | [0,1] | NA |
| pair_mine | TRUE | FALSE | FALSE | minerva::mine | [0,1] | NA |
| pair_ace | TRUE | TRUE | TRUE | acepack::ace | [0,1] | FALSE |
| pair_cancor | TRUE | TRUE | TRUE | cancor | [0,1] | FALSE |
| pair_nmi | TRUE | TRUE | TRUE | linkspotter::maxNMI | [0,1] | FALSE |
| pair_polychor | FALSE | TRUE | FALSE | polycor::polychor | [-1,1] | TRUE |
| pair_polyserial | FALSE | FALSE | TRUE | polycor::polyserial | [-1,1] | TRUE |
| pair_tauB | FALSE | TRUE | FALSE | DescTools::KendalTauB | [-1,1] | TRUE |
| pair_tauA | FALSE | TRUE | FALSE | DescTools::KendalTauA | [-1,1] | TRUE |
| pair_tauC | FALSE | TRUE | FALSE | DescTools::StuartTauC | [-1,1] | TRUE |
| pair_tauW | FALSE | TRUE | FALSE | DescTools::KendalW | [-1,1] | TRUE |
| pair_gkGamma | FALSE | TRUE | FALSE | DescTools::GoodmanKruskalGamma | [-1,1] | TRUE |
| pair_gkTau | FALSE | TRUE | FALSE | DescTools::GoodmanKruskalTau | [0,1] | TRUE |
| pair_uncertainty | FALSE | TRUE | FALSE | DescTools::UncertCoef | [0,1] | FALSE |
| pair_chi | FALSE | TRUE | FALSE | DescTools::ContCoef | [0,1] | FALSE |
| pair_scag | TRUE | FALSE | FALSE | scagnostics::scagnostics | [0,1] | NA |
Calculating correlation and other association measures
Each of the functions in the first column of Table 1 calculates pairwise scores for a dataset.
sc_dcor <- pair_dcor(penguins)
str(sc_dcor)
#> pairwise [10 × 6] (S3: pairwise/tbl_df/tbl/data.frame)
#> $ x : chr [1:10] "bill_depth_mm" "bill_length_mm" "bill_depth_mm" "body_mass_g" ...
#> $ y : chr [1:10] "bill_length_mm" "flipper_length_mm" "flipper_length_mm" "flipper_length_mm" ...
#> $ score : chr [1:10] "dcor" "dcor" "dcor" "dcor" ...
#> $ group : chr [1:10] "all" "all" "all" "all" ...
#> $ value : Named num [1:10] 0.387 0.666 0.704 0.867 0.587 ...
#> ..- attr(*, "names")= chr [1:10] "" "" "" "" ...
#> $ pair_type: chr [1:10] "nn" "nn" "nn" "nn" ...For example, we see that pair_dcor calculates the
distance correlation for every pair of numeric variables in the
penguins dataset. There are missing values in this dataset,
all the pair_ functions use pairwise complete observations
by default.
sc_dcor is a tibble of class pairwise, with
the two variables in columns x and y (arranged
in alphabetical order), calculated values in the column
value, and the name of the score calculated in the column
score. All of the variables are numeric, hence “nn” in the
pair_type column.
Similarly, one can use pair_nmi to calculate normalised
mutual information for numeric, factor and mixed pairs of variables.
sc_nmi <- pair_nmi(penguins)
sc_nmi
#> # A tibble: 28 × 6
#> x y score group value pair_type
#> <chr> <chr> <chr> <chr> <dbl> <chr>
#> 1 bill_depth_mm bill_length_mm nmi all 0.225 nn
#> 2 bill_length_mm flipper_length_mm nmi all 0.375 nn
#> 3 bill_depth_mm flipper_length_mm nmi all 0.470 nn
#> 4 body_mass_g flipper_length_mm nmi all 0.581 nn
#> 5 bill_length_mm body_mass_g nmi all 0.303 nn
#> 6 bill_depth_mm body_mass_g nmi all 0.443 nn
#> 7 bill_length_mm year nmi all 0.0517 nn
#> 8 bill_depth_mm year nmi all 0.0387 nn
#> 9 flipper_length_mm year nmi all 0.0707 nn
#> 10 body_mass_g year nmi all 0.0445 nn
#> # ℹ 18 more rowsThe main difference here is that factor variables are included. In
the pair_type column, “ff” and “fn” indicate factor-factor
and factor-numeric pairs.
If you want more control over the measure calculated, the function
pairwise_scores calculates a different score depending on
variable types.
pairwise_scores(penguins) |> distinct(score, pair_type)
#> # A tibble: 3 × 2
#> score pair_type
#> <chr> <chr>
#> 1 cancor ff
#> 2 cancor fn
#> 3 pearson nnAs you can see, the default uses pearson’s correlation for numeric
pairs, and canonical correlation for factor-numeric or factor-factor
pairs. In addition polychoric correlation is used for two ordered
factors, but there are no ordered factors in this data. Alternative
scores may be specified using the control argument to
pairwise_scores. The default value for this
control argument is given by
pair_control()
#> $nn
#> [1] "pair_cor"
#>
#> $fn
#> [1] "pair_cancor"
#>
#> $oo
#> [1] "pair_polychor"
#>
#> $ff
#> [1] "pair_cancor"
#>
#> $nnargs
#> NULL
#>
#> $fnargs
#> NULL
#>
#> $ooargs
#> NULL
#>
#> $ffargs
#> NULLCalculating multiple measures
If you want for instance to compare distance correlation and mutual
information measures in a display, two pairwise data
structures can be combined:
bind_rows(sc_dcor, sc_nmi) |> arrange(x,y)
#> # A tibble: 38 × 6
#> x y score group value pair_type
#> <chr> <chr> <chr> <chr> <dbl> <chr>
#> 1 bill_depth_mm bill_length_mm dcor all 0.387 nn
#> 2 bill_depth_mm bill_length_mm nmi all 0.225 nn
#> 3 bill_depth_mm body_mass_g dcor all 0.614 nn
#> 4 bill_depth_mm body_mass_g nmi all 0.443 nn
#> 5 bill_depth_mm flipper_length_mm dcor all 0.704 nn
#> 6 bill_depth_mm flipper_length_mm nmi all 0.470 nn
#> 7 bill_depth_mm island nmi all 0.282 fn
#> 8 bill_depth_mm sex nmi all 0.356 fn
#> 9 bill_depth_mm species nmi all 0.493 fn
#> 10 bill_depth_mm year dcor all 0.112 nn
#> # ℹ 28 more rowsWe provide another function pairwise_multi which
calculates multiple association measures for every variable pair in a
dataset. By default this function combines the results of
pair_cor,
pair_dcor,pair_mine,pair_ace,
pair_cancor,pair_nmi,pair_uncertainty,
pair_chi, but any subset of the pair_
functions may be supplied as an argument, as in the second example
below.
pairwise_multi(penguins)
#> # A tibble: 130 × 6
#> x y score group value pair_type
#> <chr> <chr> <chr> <chr> <dbl> <chr>
#> 1 bill_depth_mm bill_length_mm pearson all -0.235 nn
#> 2 bill_depth_mm bill_length_mm dcor all 0.387 nn
#> 3 bill_depth_mm bill_length_mm MIC all 0.313 nn
#> 4 bill_depth_mm bill_length_mm ace all 0.585 nn
#> 5 bill_depth_mm bill_length_mm cancor all 0.235 nn
#> 6 bill_depth_mm bill_length_mm nmi all 0.225 nn
#> 7 bill_depth_mm bill_length_mm spearman all -0.222 nn
#> 8 bill_depth_mm body_mass_g pearson all -0.472 nn
#> 9 bill_depth_mm body_mass_g dcor all 0.614 nn
#> 10 bill_depth_mm body_mass_g MIC all 0.518 nn
#> # ℹ 120 more rows
dcor_nmi <- pairwise_multi(penguins, c("pair_dcor", "pair_nmi"))Calculating grouped measures
For each of the pairwise calculation functions, they can be wrapped
using pairwise_by to build a score calculation for each
level of a grouping variable. Of course, grouped scores could be
calculated using dplyr machinery, but it is a bit more
work.
pairwise_by(penguins, by="species", pair_cor)
#> # A tibble: 40 × 6
#> x y score group value pair_type
#> <chr> <chr> <chr> <fct> <dbl> <chr>
#> 1 bill_depth_mm bill_length_mm pearson Adelie 0.391 nn
#> 2 bill_depth_mm bill_length_mm pearson Chinstrap 0.654 nn
#> 3 bill_depth_mm bill_length_mm pearson Gentoo 0.643 nn
#> 4 bill_depth_mm bill_length_mm pearson all -0.235 nn
#> 5 bill_depth_mm body_mass_g pearson Adelie 0.576 nn
#> 6 bill_depth_mm body_mass_g pearson Chinstrap 0.604 nn
#> 7 bill_depth_mm body_mass_g pearson Gentoo 0.719 nn
#> 8 bill_depth_mm body_mass_g pearson all -0.472 nn
#> 9 bill_depth_mm flipper_length_mm pearson Adelie 0.308 nn
#> 10 bill_depth_mm flipper_length_mm pearson Chinstrap 0.580 nn
#> # ℹ 30 more rowsUse argument ungrouped=FALSE to suppress calculation of
the ungrouped scores.
pairwise_scores has a by argument, and
provides pairwise scores for the levels of a grouping variable.
sc_sex <- pairwise_scores(penguins, by="species")The column group now shows the levels of the grouping
variable, along with “all” for ungrouped scores. Use
ungrouped=FALSE to suppress calculation of the ungrouped
scores.
sc_sex |> distinct(group)
#> # A tibble: 4 × 1
#> group
#> <fct>
#> 1 Adelie
#> 2 Chinstrap
#> 3 Gentoo
#> 4 allIf you want to calculate different scores to the default, specify
this via the control argument:
pc <- pair_control(nn="pairwise_multi", nnargs= c("pair_dcor", "pair_ace"), fn=NULL, ff=NULL)
sc_sex <- pairwise_scores(penguins, by="species", control=pc, ungrouped=FALSE) Scagnostic measures
The package scagnostics provides pairwise variable
scores based on graph-theoretic interestingness measures, for numeric
variable pairs only.
pair_scagnostics(penguins[,1:5], scagnostic=c("Stringy", "Clumpy"))
#> # A tibble: 6 × 6
#> x y score group value pair_type
#> <chr> <chr> <chr> <chr> <dbl> <chr>
#> 1 bill_depth_mm bill_length_mm Stringy all 0.331 nn
#> 2 bill_depth_mm bill_length_mm Clumpy all 0.0328 nn
#> 3 bill_depth_mm flipper_length_mm Stringy all 0.378 nn
#> 4 bill_depth_mm flipper_length_mm Clumpy all 0.530 nn
#> 5 bill_length_mm flipper_length_mm Stringy all 0.370 nn
#> 6 bill_length_mm flipper_length_mm Clumpy all 0.0388 nnNote that the first two variables of the penguins data are non-numeric and so are ignored in the above calculation.
For group-wise calculation:
pairwise_by(penguins[,1:5], by="species",function(x) pair_scagnostics(x, scagnostic=c("Stringy", "Clumpy")))
#> # A tibble: 24 × 6
#> x y score group value pair_type
#> <chr> <chr> <chr> <fct> <dbl> <chr>
#> 1 bill_depth_mm bill_length_mm Stringy Adelie 0.278 nn
#> 2 bill_depth_mm bill_length_mm Clumpy Adelie 0.0477 nn
#> 3 bill_depth_mm bill_length_mm Stringy Chinstrap 0.325 nn
#> 4 bill_depth_mm bill_length_mm Clumpy Chinstrap 0.0758 nn
#> 5 bill_depth_mm bill_length_mm Stringy Gentoo 0.393 nn
#> 6 bill_depth_mm bill_length_mm Clumpy Gentoo 0.0579 nn
#> 7 bill_depth_mm bill_length_mm Stringy all 0.331 nn
#> 8 bill_depth_mm bill_length_mm Clumpy all 0.0328 nn
#> 9 bill_depth_mm flipper_length_mm Stringy Adelie 0.392 nn
#> 10 bill_depth_mm flipper_length_mm Clumpy Adelie 0.0598 nn
#> # ℹ 14 more rowsConverting symmetric matrices to pairwise and
vice-versa.
The conventional way of representing pairwise scores or correlations
is via a numeric symmetric matrix. The tidy pairwise
structure we use in bullseye is more flexible, and is
amenable to multiple measures of association and grouped measures.
It is straightforward to convert from a symmetric matrix to
pairwise:
x <- cor(penguins[, c("bill_length_mm", "bill_depth_mm" ,"flipper_length_mm" ,"body_mass_g")],
use= "pairwise.complete.obs")
pairwise(x, score="pearson", pair_type = "nn")
#> # A tibble: 6 × 6
#> x y score group value pair_type
#> <chr> <chr> <chr> <chr> <dbl> <chr>
#> 1 bill_depth_mm bill_length_mm pearson all -0.235 nn
#> 2 bill_length_mm flipper_length_mm pearson all 0.656 nn
#> 3 bill_depth_mm flipper_length_mm pearson all -0.584 nn
#> 4 body_mass_g flipper_length_mm pearson all 0.871 nn
#> 5 bill_length_mm body_mass_g pearson all 0.595 nn
#> 6 bill_depth_mm body_mass_g pearson all -0.472 nnAnd for the reverse, converting a pairwise to a
symmetric matrix:
as.matrix(sc_dcor)
#> bill_depth_mm bill_length_mm body_mass_g flipper_length_mm
#> bill_depth_mm NA 0.38720211 0.6141631 0.7039636
#> bill_length_mm 0.3872021 NA 0.5871319 0.6664558
#> body_mass_g 0.6141631 0.58713186 NA 0.8674122
#> flipper_length_mm 0.7039636 0.66645577 0.8674122 NA
#> year 0.1117057 0.07842516 0.0790560 0.1643876
#> year
#> bill_depth_mm 0.11170568
#> bill_length_mm 0.07842516
#> body_mass_g 0.07905600
#> flipper_length_mm 0.16438763
#> year NAConverting structures from package correlation:
correlation package calculates different kinds of
correlations, such as partial correlations, Bayesian correlations,
multilevel correlations, polychoric correlations, biweight, percentage
bend or Sheperd’s Pi correlations, distance correlation and more. The
output data structure is a tidy dataframe with a correlation value and
correlation tests for variable pairs for which the correlation method is
defined.
correlation::correlation(penguins)
#> # Correlation Matrix (pearson-method)
#>
#> Parameter1 | Parameter2 | r | 95% CI | t(340) | p
#> -----------------------------------------------------------------------------------
#> bill_length_mm | bill_depth_mm | -0.24 | [-0.33, -0.13] | -4.46 | < .001***
#> bill_length_mm | flipper_length_mm | 0.66 | [ 0.59, 0.71] | 16.03 | < .001***
#> bill_length_mm | body_mass_g | 0.60 | [ 0.52, 0.66] | 13.65 | < .001***
#> bill_length_mm | year | 0.05 | [-0.05, 0.16] | 1.01 | 0.797
#> bill_depth_mm | flipper_length_mm | -0.58 | [-0.65, -0.51] | -13.26 | < .001***
#> bill_depth_mm | body_mass_g | -0.47 | [-0.55, -0.39] | -9.87 | < .001***
#> bill_depth_mm | year | -0.06 | [-0.17, 0.05] | -1.11 | 0.797
#> flipper_length_mm | body_mass_g | 0.87 | [ 0.84, 0.89] | 32.72 | < .001***
#> flipper_length_mm | year | 0.17 | [ 0.06, 0.27] | 3.17 | 0.007**
#> body_mass_g | year | 0.04 | [-0.06, 0.15] | 0.78 | 0.797
#>
#> p-value adjustment method: Holm (1979)
#> Observations: 342The default calculation uses Pearson correlation. Other options are
available via the method argument.
As there is an as.matrix method provided for the results
of correlation::correlation, it is straightforward to
convert this to a pairwise tibble.
x <- correlation::correlation(penguins)
pairwise(as.matrix(x))
#> # A tibble: 10 × 6
#> x y score group value pair_type
#> <chr> <chr> <chr> <chr> <dbl> <chr>
#> 1 bill_depth_mm bill_length_mm NA all -0.235 NA
#> 2 bill_length_mm flipper_length_mm NA all 0.656 NA
#> 3 bill_depth_mm flipper_length_mm NA all -0.584 NA
#> 4 body_mass_g flipper_length_mm NA all 0.871 NA
#> 5 bill_length_mm body_mass_g NA all 0.595 NA
#> 6 bill_depth_mm body_mass_g NA all -0.472 NA
#> 7 bill_length_mm year NA all 0.0545 NA
#> 8 bill_depth_mm year NA all -0.0604 NA
#> 9 flipper_length_mm year NA all 0.170 NA
#> 10 body_mass_g year NA all 0.0422 NA