r - default value for method in cor()

Question

I am using GGally::ggscatmat to generate plots of a correlation matrix. In the help file ?ggscatmat it says that it calls cor() to compute the correlation. It does not list a default value. I started to look through cor to figure out the default value if method is not specified.

?corr lists cor(x, y = NULL, use = "everything", method = c("pearson", "kendall", "spearman")) so in order to interpret this I tried to understand the function cor itself:

function (x, y = NULL, use = "everything", method = c("pearson", 
    "kendall", "spearman")) 
{
    na.method <- pmatch(use, c("all.obs", "complete.obs", 
        "pairwise.complete.obs", "everything", "na.or.complete"))
    if (is.na(na.method)) 
        stop("invalid 'use' argument")
    method <- match.arg(method)
    if (is.data.frame(y)) 
        y <- as.matrix(y)
    if (is.data.frame(x)) 
        x <- as.matrix(x)
    if (!is.matrix(x) && is.null(y)) 
        stop("supply both 'x' and 'y' or a matrix-like 'x'")
    if (!(is.numeric(x) || is.logical(x))) 
        stop("'x' must be numeric")
    stopifnot(is.atomic(x))
    if (!is.null(y)) {
        if (!(is.numeric(y) || is.logical(y))) 
            stop("'y' must be numeric")
        stopifnot(is.atomic(y))
    }
    Rank <- function(u) {
        if (length(u) == 0L) 
            u
        else if (is.matrix(u)) {
            if (nrow(u) > 1L) 
                apply(u, 2L, rank, na.last = "keep")
            else row(u)
        }
        else rank(u, na.last = "keep")
    }
    if (method == "pearson") 
        .Call(C_cor, x, y, na.method, FALSE)
    else if (na.method %in% c(2L, 5L)) {
        if (is.null(y)) {
            .Call(C_cor, Rank(na.omit(x)), NULL, na.method, method == 
                "kendall")
        }
        else {
            nas <- attr(na.omit(cbind(x, y)), "na.action")
            dropNA <- function(x, nas) {
                if (length(nas)) {
                  if (is.matrix(x)) 
                    x[-nas, , drop = FALSE]
                  else x[-nas]
                }
                else x
            }
            .Call(C_cor, Rank(dropNA(x, nas)), Rank(dropNA(y, 
                nas)), na.method, method == "kendall")
        }
    }
    else if (na.method != 3L) {
        x <- Rank(x)
        if (!is.null(y)) 
            y <- Rank(y)
        .Call(C_cor, x, y, na.method, method == "kendall")
    }
    else {
        if (is.null(y)) {
            ncy <- ncx <- ncol(x)
            if (ncx == 0) 
                stop("'x' is empty")
            r <- matrix(0, nrow = ncx, ncol = ncy)
            for (i in seq_len(ncx)) {
                for (j in seq_len(i)) {
                  x2 <- x[, i]
                  y2 <- x[, j]
                  ok <- complete.cases(x2, y2)
                  x2 <- rank(x2[ok])
                  y2 <- rank(y2[ok])
                  r[i, j] <- if (any(ok)) 
                    .Call(C_cor, x2, y2, 1L, method == "kendall")
                  else NA
                }
            }
            r <- r + t(r) - diag(diag(r))
            rownames(r) <- colnames(x)
            colnames(r) <- colnames(x)
            r
        }
        else {
            if (length(x) == 0L || length(y) == 0L) 
                stop("both 'x' and 'y' must be non-empty")
            matrix_result <- is.matrix(x) || is.matrix(y)
            if (!is.matrix(x)) 
                x <- matrix(x, ncol = 1L)
            if (!is.matrix(y)) 
                y <- matrix(y, ncol = 1L)
            ncx <- ncol(x)
            ncy <- ncol(y)
            r <- matrix(0, nrow = ncx, ncol = ncy)
            for (i in seq_len(ncx)) {
                for (j in seq_len(ncy)) {
                  x2 <- x[, i]
                  y2 <- y[, j]
                  ok <- complete.cases(x2, y2)
                  x2 <- rank(x2[ok])
                  y2 <- rank(y2[ok])
                  r[i, j] <- if (any(ok)) 
                    .Call(C_cor, x2, y2, 1L, method == "kendall")
                  else NA
                }
            }
            rownames(r) <- colnames(x)
            colnames(r) <- colnames(y)
            if (matrix_result) 
                r
            else drop(r)
        }
    }
}
<bytecode: 0x0000024e4d4e22b0>
<environment: namespace:stats>

Unfortunately, this is bringing me well beyond my ability to understand R. Could anybody explain how cor decides which method to apply if no method is specified?

question from:https://stackoverflow.com/questions/65832810/default-value-for-method-in-cor

Answer 1

TLDR: the first one listed, so "pearson"

---

A bit more info:

Line 8 specifies that method <- match.arg(method).

This means that if the user specified method="something" then "something" is used.

However, if the user does not specify the method argument, then the default method = c("pearson", "kendall", "spearman") is used. Ah, but then you will ask, which one? There's 3 listed there! The answer to that is in how the match.arg function works. See ?match.arg, which states that the first element is used.

So in this case, if you call cor(x, y) without specifying the method argument, it's the same as cor(x, y, method="pearson"). @missuse provides an example in the comments at the top, which I've copied here:

set.seed(123)
x <- rnorm(100)
y <- rnorm(100)
all.equal( cor(x, y), 
           cor(x, y, method = "pearson") )