correlation matrix with names

Question

I have a matrix of about 1000 row X 500 variable, I am trying to establish a correlation matrix for these variables with names rather than numbers, so the outcome should look like this

variable1    variable2    variable3    variable4 ...
  mrv1         mrv2         mrv3          mrv4   ...
 smrv1        smrv2        smrv3          smrv4   ...
   .             .           .             .
   .             .           .             .
   .             .           .             .

where mrv1 = Most related variable to variable1, smrv1 = second most related variable and so on.

I have actually made the correlation matrix, but using a for loop and a very complicated command (probably the worst command of all time, but it actually works!). I am looking forward to establish this through a proper command, here's the command I am using now.

mydata <- read.csv("location", header=TRUE, sep=",")
lgn <- length(mydata)
crm <- cor(mydata)

k <- crm[,1]
K <- data.frame(rev(sort(k)))
A <- data.frame(rownames(K))

for (x in 2:lgn){
k <- crm[,x]
K <- data.frame(rev(sort(k)))
B <- data.frame(rownames(K)) 
A <- cbind(A,B)
}

Any ideas of a more simple, reliable command?

Thanks,

Answer 1

Does this example work for what you want?

W <- rnorm( 10 )
X <- rnorm( 10 )
Y <- rnorm( 10 )
Z <- rnorm( 10 )

df <- round( cor( cbind( W , X , Y , Z ) ) , 2 )
df
#         W     X     Y     Z
#   W  1.00 -0.50 -0.36 -0.27
#   X -0.50  1.00 -0.42 -0.02
#   Y -0.36 -0.42  1.00  0.17
#   Z -0.27 -0.02  0.17  1.00


apply( df , 2 , FUN = function(x){ j <- rev(order(x)); y <- names(x)[j]  } )
#        W   X   Y   Z  
#   [1,] "W" "X" "Y" "Z"
#   [2,] "Z" "Z" "Z" "Y"
#   [3,] "Y" "Y" "W" "X"
#   [4,] "X" "W" "X" "W"


#And use abs() if you don't care about the direction of the correlation (negative or postive) just the magnitude
apply( df , 2 , FUN = function(x){ j <- rev(order(   abs(x)   )); y <- names(x)[j]  } )
#        W   X   Y   Z  
#   [1,] "W" "X" "Y" "Z"
#   [2,] "X" "W" "X" "W"
#   [3,] "Y" "Y" "W" "Y"
#   [4,] "Z" "Z" "Z" "X"