In jaspershen/laggedcor: Calculate the lagged correlation between two time-series data (wearable and omics data)

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  warning = FALSE,
  message = TRUE,
  out.width = "100%"
)

Data preparation

laggedcor needs two time-series data and their corresponding time.

• x: time-series 1. numeric vector.

• y: time-series 2. numeric vector.

• time1: time for x.

• time2: time for y.

The demo data can be from laggedcor.

library(laggedcor)
data("step_data", package = "laggedcor")
data("heart_data", package = "laggedcor")

head(step_data)
head(heart_data)

time_plot(x = step_data$step, time = step_data$time)

time_plot(x = heart_data$heart, time = heart_data$time)

Calculate lagged correlation

Then we calculate the lagged correlations between step and heart rate.

dim(step_data)
dim(heart_data)

The time-series data with less number of time point should be set as x.

x = step_data$step
time1 = step_data$time

y = heart_data$heart
time2 = heart_data$time

result = 
  calculate_lagged_correlation(x = x, 
                               y = y,
                               time1 = time1, 
                               time2 = time2, 
                               time_tol = 0.2, 
                               step = 2 / 60, 
                               min_matched_sample = 10, 
                               threads = 5, 
                               cor_method = "spearman")

The parameters of calculate_lagged_correlation;

• x: time-series data 1.

• y: time-series data 2.

• time1: time-series data time 1.

• time2: time-series data time 2.

• time_tol: time tolerance for time shift. Unit is hour. 0.2 means ± 0.2 hour.

• step: step means the matching window, unit is hour.

• min_matched_sample: Minimum for match sample number.

• threads: thread number.

• cor_method: spearman or pearson.

Result of lagged correlation

result

We can see that the index of max correlation is 11 and index of global correlation is 12, means that the max correlation is achieved from a shifted time.

Result of lagged correlation

extract_max_cor(object = result)
extract_global_cor(object = result)

We can see that when the shift time is "(-1.5,-0.5]", we get the max correaltion: 0.58. This means x (step) changes before y (heart rate).

extract_all_cor(result)

extract_all_cor_p(result)

extract_shift_time(result, numeric = TRUE)
extract_shift_time(result, numeric = FALSE)

Evaluate the quality of lagged correlation

evaluate_lagged_cor(object = result, plot = TRUE)

Some results

lagged_scatter_plot(object = result, hex = TRUE, which = "global")
lagged_scatter_plot(object = result, hex = TRUE, which = "max")

lagged_alignment_plot(object = result, which = "global", x_limit = c(1,50000))

jaspershen/laggedcor documentation built on Nov. 9, 2023, 3:44 p.m.