Correlation between two dataframes by row

screechOwl picture screechOwl · Feb 3, 2012 · Viewed 13.2k times · Source

I have 2 data frames w/ 5 columns and 100 rows each.

id       price1      price2     price3     price4     price5
 1         11.22      25.33      66.47      53.76      77.42
 2         33.56      33.77      44.77      34.55      57.42
...

I would like to get the correlation of the corresponding rows, basically

for(i in 1:100){    
cor(df1[i, 1:5], df2[i, 1:5])    
}

but without using a for-loop. I'm assuming there's someway to use plyr to do it but can't seem to get it right. Any suggestions?

Answer

Simon Urbanek picture Simon Urbanek · Feb 3, 2012

Depending on whether you want a cool or fast solution you can use either

diag(cor(t(df1), t(df2)))

which is cool but wasteful (because it actually computes correlations between all rows which you don't really need so they will be discarded) or

A <- as.matrix(df1)
B <- as.matrix(df2)
sapply(seq.int(dim(A)[1]), function(i) cor(A[i,], B[i,]))

which does only what you want but is a bit more to type.