How to calculate correlation of two variables in a huge data set in R?

Question

I've got a huge data set with six columns (call them A, B, C, D, E, F), about 450,000 rows. I simply tried to find the correlation between columns A and B:

cor(A, B)

and I got

[1] NA

as a result. What can I do to fix this problem?

Answer 1

Try cor(A,B, use = "pairwise.complete.obs"). That will ignore the NAs in your observations.

To be statistically rigorous, you should also look at the # of missing entries in your data and look at whether the missing at random assumption holds.

Edit 1: Take a look at ?cor to see other options for the use parameter.

Answer 2

You might consider using the rcorr function in the Hmisc package.

It is very fast, and only includes pairwise complete observations. The returned object contains a matrix

1. of correlation scores
2. with the number of observation used for each correlation value
3. of a p-value for each correlation

Some example code is available here: