Which cluster function can be used to cluster a correlaiton matrix?

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Which cluster function can be used to cluster a correlaiton matrix?

Vincent Deng
Hi,

I'd got a matrix of correaltion values. Which cluster method can I use
to cluster it?


Best Regards...

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Re: Which cluster function can be used to cluster a correlaiton matrix?

Martin Maechler
>>>>> "Vincent" == Vincent Deng <[hidden email]>
>>>>>     on Wed, 28 Dec 2005 17:34:27 +0800 writes:

    Vincent> Hi, I'd got a matrix of correaltion values. Which
    Vincent> cluster method can I use to cluster it?

almost everyone.

The clue is to transform correlations to dissimilarities.
There are several choices for that, and it depends on the
context what you should do.
If 'Cx' is your correlation matrix, reasonable possibilities are

  Dx <- as.dist(1 - Cx)
  Dx <- as.dist(1 - abs(Cx))
  Dx <- as.dist(sqrt(1 - Cx^2))

and then use  hclust(), agnes(), pam(), [the latter two from
package 'cluster'], ...
with 'Dx' as dissimilarity

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Re: Which cluster function can be used to cluster a correlaiton matrix?

Frank Harrell
In reply to this post by Vincent Deng
Vincent Deng wrote:
> Hi,
>
> I'd got a matrix of correaltion values. Which cluster method can I use
> to cluster it?
>
library(Hmisc)
?varclus

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Frank Harrell
Department of Biostatistics, Vanderbilt University
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Re: Which cluster function can be used to cluster a correlaiton matrix?

Earl F. Glynn
In reply to this post by Martin Maechler
"Martin Maechler" <[hidden email]> wrote in message
news:[hidden email]...

> The clue is to transform correlations to dissimilarities.
. . .
> and then use  hclust(), agnes(), pam(), [the latter two from
> package 'cluster'], ...
> with 'Dx' as dissimilarity

Perhaps this TechNote may be of interest:

Correlation "Distances" and Hierarchical Clustering
http://research.stowers-institute.org/efg/R/Visualization/cor-cluster/index.htm

efg

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