I want to report all unique values in a (melted) correlations matrix.
If I do:
melt(cor(x,method="pearson",use="complete.obs"))
I will get:
VarA VarA 1
VarA VarB 0.001
VarA VarC -0.002
VarB VarB 1
VarB VarA 0.001
VarB VarC 0.003
VarC VarC 1
VarC VarA -0.002
VarC VarB 0.003
However some rows are effectively reporting the same thing i.e. VarA VarB = VarB VarA
, so what I really want is:
VarA VarA 1
VarA VarB 0.001
VarA VarC -0.002
VarB VarB 1
VarB VarC 0.003
VarC VarC 1
or even better as a bonus remove variables that correlate to themselves so I only get:
VarA VarB 0.001
VarA VarC -0.002
VarB VarC 0.003