Total Correlation — totalCor • EGAnet

Computes the total correlation of a dataset

Usage

totalCor(data)

Arguments

data: Matrix or data frame. Should consist only of variables to be used in the analysis

Value

Returns a list containing:

Ind.Entropies: Individual entropies for each variable
Joint.Entropy: The joint entropy of the dataset
Total.Cor: The total correlation of the dataset

References

Formalization of total correlation
Watanabe, S. (1960). Information theoretical analysis of multivariate correlation. IBM Journal of Research and Development 4, 66-82.

Applied implementation
Felix, L. M., Mansur-Alves, M., Teles, M., Jamison, L., & Golino, H. (2021). Longitudinal impact and effects of booster sessions in a cognitive training program for healthy older adults. Archives of Gerontology and Geriatrics, 94, 104337.

Author

Hudson F. Golino <hfg9s at virginia.edu>

Examples

# Compute total correlation
totalCor(wmt2[,7:24])
#> $Ind.Entropies
#>  [1] 0.6248171 0.4848127 0.5703028 0.6852211 0.6248171 0.6540949 0.6795459
#>  [8] 0.6889107 0.6852211 0.6686914 0.6323408 0.6261037 0.6811749 0.6879248
#> [15] 0.6329467 0.6410914 0.5107526 0.5738498
#> 
#> $Joint.Entropy
#> [1] 6.818678
#> 
#> $Total.Cor
#> [1] 4.533942
#>