| Title: | Bivariate Within- and Between-Cluster Correlations |
| Version: | 0.3.2 |
| Description: | Separates supplied variables into within- and between-cluster components and calculates bivariate correlations for each level separately. For Pearson correlations, the centered-score decomposition corresponds to commonly used between- and within-cluster correlations reviewed by Tu et al. (2025) <doi:10.1002/sim.10326>. The package's descriptive Spearman option is distinct from the clustered rank parameters introduced in that paper. The package is also motivated by the distinction between within- and between-person variation described by Curran and Bauer (2011) <doi:10.1146/annurev.psych.093008.100356> and by Hamaker (2024) <doi:10.1080/00273171.2022.2155930>. The package is intended for longitudinal or otherwise clustered data where researchers need transparent correlation matrices before fitting more complex multilevel models. |
| License: | MIT + file LICENSE |
| Encoding: | UTF-8 |
| Depends: | R (≥ 3.5.0) |
| Suggests: | httr, knitr, psych, rmarkdown, spelling, testthat (≥ 3.0.0) |
| Imports: | methods, writexl |
| Config/testthat/edition: | 3 |
| Language: | en-US |
| URL: | https://pascal-kueng.github.io/wbCorr/, https://github.com/Pascal-Kueng/wbCorr |
| BugReports: | https://github.com/Pascal-Kueng/wbCorr/issues |
| Config/roxygen2/version: | 8.0.0 |
| VignetteBuilder: | knitr |
| NeedsCompilation: | no |
| Packaged: | 2026-07-23 11:16:08 UTC; pascalkueng |
| Author: | Pascal Küng |
| Maintainer: | Pascal Küng <pascal.kueng@psychologie.uzh.ch> |
| Repository: | CRAN |
| Date/Publication: | 2026-07-23 18:20:02 UTC |
Return all ICCs for the original variables.
Description
You can use get_ICC() or get_ICCs() interchangeably.
Usage
get_ICC(object)
get_ICCs(object)
get_icc(object)
Arguments
object |
A wbCorr object, created by the wbCorr() function. |
Value
A data frame with the one-way random-effects, single-measure
ICC(1,1) for every variable. Each ICC is estimated separately from all finite
observations with a non-missing cluster identifier. The ANOVA
method-of-moments estimator uses an effective cluster size for unbalanced
clusters. Negative sample estimates are retained and can be less than -1 in
severely unbalanced samples. The population interpretation assumes
independent clusters, a common within-cluster variance, and noninformative
cluster size and missingness. NA is returned when an ICC cannot be estimated
because there are fewer than two clusters, no within-cluster replication, or
zero total variability.
References
Shrout, P. E., & Fleiss, J. L. (1979). Intraclass correlations: Uses in assessing rater reliability. Psychological Bulletin, 86(2), 420-428. doi:10.1037/0033-2909.86.2.420
Ohyama, T. (2025). A comparison of confidence interval methods for the intraclass correlation coefficient based on the one-way random effects model. Japanese Journal of Statistics and Data Science, 8, 587-602. doi:10.1007/s42081-025-00292-3
Wang, C.-M., Yandell, B. S., & Rutledge, J. J. (1992). The dilemma of negative analysis of variance estimators of intraclass correlation. Theoretical and Applied Genetics, 85, 79-88. doi:10.1007/BF00223848
See Also
Examples
# importing our simulated example dataset with pre-specified within- and between- correlations
data("simdat_intensive_longitudinal")
# create object:
correlations <- wbCorr(data = simdat_intensive_longitudinal,
cluster = 'participantID')
# returns the ICCs:
ICCs <- get_ICC(correlations)
print(ICCs)
Return matrices for within- and/or between-cluster correlations.
Description
You can use summary(), get_matrices(), or get_matrix() interchangeably.
Merged matrices include the ICC on the diagonal.
For more detailed statistics, use get_table(). By default, matrices are
presentation-formatted with two decimal places and significance stars. Set
numeric = TRUE to retrieve the stored, unrounded numeric coefficients.
Usage
get_matrix(
object,
which = c("within", "between", "merge"),
numeric = FALSE,
...
)
get_matrices(
object,
which = c("within", "between", "merge"),
numeric = FALSE,
...
)
## S4 method for signature 'wbCorr'
summary(object, which = c("within", "between", "merge"), numeric = FALSE, ...)
Arguments
object |
A wbCorr object, created by the wbCorr() function. |
which |
A string or a character vector indicating which summaries to return. Options are 'within' or 'w', 'between' or 'b', and various merge options like 'merge', 'm', 'merge_wb', 'wb', 'merge_bw', 'bw'. Default is c('within', 'between', 'merge'). |
numeric |
A non-missing logical value. If |
... |
Additional arguments passed to the base summary method |
Value
A list containing the selected matrices of within- and/or
between-cluster correlations, and ICCs on the diagonals for merged matrices.
With numeric = FALSE, matrix entries are presentation-formatted character
values. With numeric = TRUE, matrix columns are numeric and retain the
full stored precision.
See Also
Examples
# importing our simulated example dataset with pre-specified within- and between- correlations
data("simdat_intensive_longitudinal")
# create object:
correlations <- wbCorr(data = simdat_intensive_longitudinal,
cluster = 'participantID')
# returns a correlation matrix with stars for p-values:
matrices <- summary(correlations) # the get_matrix() and get_matrices() functions are equivalent
print(matrices)
# Access specific matrices by:
# Option 1:
matrices$within
# Option 2:
within_matrix <- summary(correlations, which = 'w') # or use 'within'
merged_within_between <- summary(correlations, which = 'wb')
print(within_matrix) # could be saved to an excel or csv file (e.g., write.csv)
# Retrieve unrounded numeric coefficients for downstream calculations:
numeric_matrices <- get_matrix(correlations, numeric = TRUE)
numeric_matrices$within
Inspect positive-semidefinite diagnostics for correlation matrices
Description
Returns matrix-level diagnostics computed from the unrounded
within- and between-cluster correlation matrices stored in a wbCorr()
object. Pairwise-complete correlations can be non-positive-semidefinite when
different pairs use different rows. A diagnostic is not assessable when the
corresponding matrix contains an unavailable (NA) coefficient.
Usage
get_matrix_diagnostics(object)
Arguments
object |
A |
Value
A data frame with one row for each level and columns identifying the diagnostic status, positive-semidefinite result, minimum eigenvalue, completeness, numerical tolerance, number of variables, missing-data mode, whether PSD followed from a common-matrix construction, and reason when assessment was unavailable.
See Also
Retrieve full tables for both within- and/or between-cluster correlations for a wbCorr object.
Description
This function has an alias get_tables() which can be used interchangeably. For correlations matrices, see the summary() function.
Usage
get_table(object, which = c("within", "between"))
get_tables(object, which = c("within", "between"))
Arguments
object |
A wbCorr object, created by the wbCorr() function. |
which |
A character vector indicating which correlation table to return. Options are 'within' or 'w', and 'between' or 'b'. |
Value
A list containing the selected detailed tables of within- and/or
between-cluster correlations. Each table retains every requested pair and
includes raw pair-row, contributing-cluster, bootstrap-yield, coefficient-
status, and inference-status diagnostics; see wbCorr() for definitions.
See Also
Examples
# importing our simulated example dataset with pre-specified within- and between- correlations
data("simdat_intensive_longitudinal")
# create object:
correlations <- wbCorr(data = simdat_intensive_longitudinal,
cluster = 'participantID')
# returns a list with full detailed tables of the correlations:
tables <- get_table(correlations) # the get_tables() function is equivalent
print(tables)
# Access specific tables by:
# Option 1:
tables$between
# Option 2:
within_table <- get_tables(correlations, which = 'w') # or use 'within' or 'between'
print(within_table) # within_table could be saved to an excel or csv file (e.g., write.csv)
Plot within- and between associations
Description
Plots the centered variables of the provided data frame against
each other. Choose either cluster means ("between") or deviations from
cluster means ("within"). Every panel uses the same pair-specific rows,
centering rule, method, and between-cluster weights as the fitted object.
Pearson plots draw a corresponding regression line and annotate the stored
correlation; weighted between-cluster panels use weighted least squares.
Spearman plots report the stored rho without a linear-regression overlay.
Significance stars are shown only when the fitted wbCorr object contains a
p-value for that pair.
Usage
## S4 method for signature 'wbCorr'
plot(
x,
y,
which = NULL,
plot_NA = TRUE,
standardize = TRUE,
outlier_detection = "zscore",
outlier_threshold = "recommended",
type = "p",
pch = 20,
dot_lwd = 2,
reg_lwd = 2,
...
)
Arguments
x |
A wbCorr object to be plotted. |
y |
Choose which correlations to plot ('within' / 'w' or 'between' / 'b'); can be used as a positional argument. |
which |
Can be used as an alternative to 'y' (e.g., which = 'w'). It has the same functionality as 'y', but takes precedence if both are specified. |
plot_NA |
Boolean. Whether variables that have no variation on the selected level should be plotted or not. |
standardize |
Boolean. Whether each plotted pair should be standardized using the same weights as its fitted coefficient. For Pearson panels, this makes the displayed regression slope equal to the stored correlation. |
outlier_detection |
If FALSE, outliers will not be marked in red. Otherwise you may provide the method. Choose from: 'zscore', 'mad', or 'tukey'. |
outlier_threshold |
If 'recommended', the threshold for 'zscore' and 'mad' will be set to 3, and for 'tukey' to 1.5. You can provide and other numeric here. |
type |
points, lines, etc. see ?base::plot for available types). |
pch |
Graphical parameter. Select which type of points should be plotted. |
dot_lwd |
Graphical parameter. Set size of the points. |
reg_lwd |
Graphical parameter. Set thickness of the regression line. |
... |
further options to be passed to the base plot (pairs) function. |
Value
Invisibly returns the supplied wbCorr object. Called for the
side effect of drawing a pairs plot of the selected within- or
between-cluster centered variables.
See Also
Print Method for the wbCorr Class
Description
Prints a summary of the wbCorr object.
Usage
## S4 method for signature 'wbCorr'
print(x, ...)
Arguments
x |
A |
... |
Additional arguments, currently unused. |
Value
Invisibly returns the supplied wbCorr object. Called for the
side effect of printing a compact summary of the within-cluster table,
between-cluster table, and ICC table.
See Also
Examples
# Example
data("simdat_intensive_longitudinal")
correlations <- wbCorr(simdat_intensive_longitudinal,
cluster = 'participantID',
confidence_level = 0.95,
method = 'spearman',
weighted_between_statistics = FALSE)
print(correlations)
Show Method for the wbCorr Class
Description
Shows a summary of the wbCorr object, equivalent to the print method.
Usage
## S4 method for signature 'wbCorr'
show(object)
Arguments
object |
A |
Value
Invisibly returns the supplied wbCorr object. Called for the
side effect of showing the same compact summary as print().
See Also
Examples
# Example using the iris dataset
cors <- wbCorr(iris, iris$Species, weighted_between_statistics = TRUE)
show(cors)
Simulated Intensive Longitudinal Dataset
Description
A simulated intensive longitudinal dataset to test the package capabilities. This dataset contains 5,000 observations from 100 participants measured on 50 days, plus three variables (var1, var2, and var3) that are correlated at both the within- and between-person levels.
Format
A data frame with 5,000 rows and the following five columns:
- participantID
Identifier for each participant (integer)
- day
Day variable varying only within-person (integer)
- var1
Variable 1 (numerical)
- var2
Variable 2 (numerical)
- var3
Variable 3 (numerical)
Details
The within-person correlations are all positive:
var1 & var2: 0.1
var1 & var3: 0.3
var2 & var3: 0.8
The between-person correlations are all negative:
var1 & var2: -0.5
var1 & var3: -0.4
var2 & var3: -0.2
Time trends (within):
var1 & time: 0.0
var2 & time: 0.0
var3 & time: 0.4
Source
A simulated dataset by P. Küng
Save tables or matrices to Excel
Description
Use to_excel(get_matrix(wbCorrObject)) or
to_excel(get_table(wbCorrObject)) to save wbCorr output. A single data
frame or matrix can also be passed directly. Lists may contain any mixture
of data frames and matrices; other list elements, such as explanatory notes
returned by get_matrix(), are ignored.
Usage
to_excel(SummaryObject, path = file.path(getwd(), "wbCorr.xlsx"))
Arguments
SummaryObject |
A data frame, matrix, or list containing data frames
and/or matrices, including objects returned by |
path |
A single non-missing file path. If omitted, |
Value
The output path, invisibly. The function writes an Excel workbook to disk and errors if no data frame or matrix was supplied.
See Also
get_tables, wbCorr, get_matrix
Examples
# Importing our simulated example dataset with pre-specified within- and between- correlations
data("simdat_intensive_longitudinal")
# Create object:
correlations <- wbCorr(data = simdat_intensive_longitudinal,
cluster = 'participantID')
# Returns a correlation matrix with stars for p-values:
matrices <- get_matrix(correlations) # summary(correlations) works too.
to_excel(matrices, path = tempfile(fileext = ".xlsx"))
# A data frame or matrix can be exported directly:
to_excel(data.frame(x = 1:3), path = tempfile(fileext = ".xlsx"))
to_excel(matrix(1:4, nrow = 2), path = tempfile(fileext = ".xlsx"))
Check for updates of wbCorr
Description
This function checks if there is a newer version on GitHub by comparing the version numbers in the local and remote DESCRIPTION files. It only runs when called explicitly by the user and does not install updates.
Usage
update_wbCorr(ask = FALSE)
Arguments
ask |
Deprecated and ignored. |
Value
An integer: 1 if there's a newer version available, 0 if the current version is the latest, or NULL if there was an error accessing the remote DESCRIPTION file.
wbCorr
Description
The wbCorr function creates a wbCorr object containing within- and between-cluster correlations, p-values, and confidence intervals for a given dataset and clustering variable. The object can be plotted.
Usage
wbCorr(
data,
cluster,
confidence_level = 0.95,
method = "pearson",
bootstrap = FALSE,
nboot = 1000,
inference = c("analytic", "none", "cluster_bootstrap"),
weighted_between_statistics = NULL,
between_weighting = c("equal_clusters", "cluster_size"),
between_inference = c("analytic", "none"),
centering_rows = c("pairwise_complete", "all_available"),
missing_data = c("pairwise", "listwise")
)
wbcorr(
data,
cluster,
confidence_level = 0.95,
method = "pearson",
bootstrap = FALSE,
nboot = 1000,
inference = c("analytic", "none", "cluster_bootstrap"),
weighted_between_statistics = NULL,
between_weighting = c("equal_clusters", "cluster_size"),
between_inference = c("analytic", "none"),
centering_rows = c("pairwise_complete", "all_available"),
missing_data = c("pairwise", "listwise")
)
Arguments
data |
A data frame containing numeric variables, logical variables, or two-level factors for which correlations will be calculated. |
cluster |
An atomic vector with exactly one value per data row, or one
string naming the cluster column in |
confidence_level |
A numeric value between 0 and 1 representing the desired level of confidence for confidence intervals (default: 0.95). |
method |
A string indicating the correlation method to be used.
Supported methods are |
bootstrap |
Deprecated logical alias for
|
nboot |
A whole number of bootstrap samples, at least 10 (default: 1000). The minimum permits quick tests; use substantially more replicates for substantive analyses and assess Monte Carlo stability. |
inference |
A string specifying inferential output. |
weighted_between_statistics |
Deprecated logical alias for
|
between_weighting |
A string specifying the between-cluster estimand.
|
between_inference |
A string specifying whether between-cluster
p-values and confidence intervals are calculated analytically ( |
centering_rows |
A string specifying which rows are used to estimate
cluster means for within- and between-cluster decomposition.
|
missing_data |
A string specifying whether correlations use all
available pairs ( |
Details
Calculates bivariate within- and between-cluster correlations for clustered data, such as repeated measures nested in persons, dyads, teams, or other groups. Only recommended for continuous or binary variables.
Logical variables are encoded as 0/1. Factors must declare exactly two
levels and are encoded as 0/1 in declared factor-level order, so reversing
the levels reverses correlations with other variables. Character variables
must first be converted to factors with an explicit two-level order. Other
factors are not accepted; use meaningful numeric scores for ordered
variables or dummy-code nominal variables. Numeric Inf, -Inf, and NaN
values are treated as missing before centering and estimation.
By default, missing_data = "pairwise", and every variable-pair correlation
is computed on rows where both variables and the cluster variable are
observed. Because different pairs can then use different rows, a completed
pairwise correlation matrix need not be positive semidefinite. wbCorr checks
both unrounded level-specific matrices, warns when a matrix is not positive
semidefinite, and exposes the result through get_matrix_diagnostics().
With missing_data = "listwise", rows missing any supported analysis
variable or the cluster identifier are removed before correlation
decomposition and inference. This gives all pairs a common raw-row sample.
ICCs keep their documented variable-wise finite-row samples and are not
changed by this matrix-oriented option.
With a single coefficient method ("pearson" or "spearman") and common
weights, the resulting complete correlation matrix is positive
semidefinite up to numerical tolerance. method = "auto" can mix Pearson
and Spearman entries, so listwise deletion alone cannot guarantee that its
combined matrix is positive semidefinite; diagnostics are still reported.
Under pairwise handling,
centering_rows = "pairwise_complete" also estimates cluster means from this
same complete-pair row set. This keeps the within residuals centered for the
actual pairwise sample and makes the between correlation a correlation of
matched pair-specific cluster means.
Detailed tables always retain one row for every requested unordered pair.
n_obs is the number of jointly observed raw rows with a nonmissing cluster
identifier, and n_clusters is the number of clusters contributing at least
one such row. Under centering_rows = "all_available", additional unpaired
rows can contribute to the variable-specific means, but n_obs remains the
joint pair-row count. status describes coefficient estimability ("ok" or
"not_estimable") and reason gives a stable failure code.
inference_status separately records "not_requested", "ok",
"partial", or "unavailable", with details in inference_reason.
A descriptive coefficient requires two analysis units with positive
variance; inferential output can require more.
With centering_rows = "all_available", each variable's cluster mean is
estimated from all available rows for that variable before the pairwise
correlation is computed. This can make the cluster means more stable when
data are missing. It also mirrors a common multilevel-model preprocessing
workflow, where person means are often created before the model applies
complete-case filtering. That workflow is defensible in multilevel models.
In wbCorr, however, the variables are treated symmetrically as a descriptive
bivariate decomposition, so all-available centering means the two cluster
means in a pair may be based on different occasions. For that reason,
"pairwise_complete" is the default.
The within-cluster correlation is the pooled residual correlation. For a
given pair, each observed value is centered around its cluster mean for that
same complete-pair row set, and the correlation is computed on the resulting
residuals. For Pearson within-cluster correlations, analytic inference uses
N_pair - k_pair - 1 degrees of freedom, where N_pair is the number of
complete observation pairs and k_pair is the number of clusters
contributing at least one complete pair. This analytic test is a working
approximation because residual pairs can still be dependent within clusters.
For resampling intervals that preserve the top-level dependence, use
inference = "cluster_bootstrap".
The between-cluster correlation is computed from pair-specific cluster means.
With between_weighting = "equal_clusters", every cluster contributes one
equally weighted mean. With between_weighting = "cluster_size", cluster
means are weighted by the number of complete observation pairs in that
cluster. The ordinary Pearson t test and Fisher-z interval are not valid for
a weighted correlation. Therefore analytic p-values and confidence intervals
are omitted for cluster-size-weighted between correlations. Use
inference = "cluster_bootstrap" when inference is required.
Pearson analytic confidence intervals use Fisher's z transformation. If
df denotes the corresponding t-test degrees of freedom, the Fisher-z
standard error is 1 / sqrt(df - 1). The interval is unavailable when
df <= 1.
With method = "spearman", the within coefficient is Spearman's correlation
of the pairwise mean-centered scores and the between coefficient is
Spearman's correlation of the pairwise cluster means. These are descriptive
mean-based decompositions, not the conditional-ridit and median-centroid
clustered rank parameters of Tu, Li, and Shepherd (2025), and need not be
invariant to monotone transformations of the original observations. wbCorr
therefore does not attach analytic p-values or confidence intervals to these
coefficients. Whole-cluster bootstrap confidence intervals are available.
For each variable, wbCorr also reports the one-way random-effects,
single-measure ICC(1,1). It is estimated from all finite observations for
that variable using the ANOVA method of moments and an effective cluster size
when clusters are unbalanced. Negative sample ICCs are retained; they occur
when the between-cluster mean square is smaller than the within-cluster mean
square and, for severely unbalanced samples, the raw ANOVA estimate can be
less than -1. Its population interpretation assumes the one-way random-effects
model: independent clusters, a common within-cluster variance, and
noninformative cluster size and missingness. The ICC is NA when the data do
not contain enough clusters or within-cluster replication, or when total
variability is zero.
With inference = "cluster_bootstrap", wbCorr resamples whole top-level
clusters, recomputes the selected within- and between-cluster correlations,
and reports first-order percentile bootstrap confidence intervals. This
keeps the package's descriptive estimands while avoiding row-level
independence assumptions. Interval accuracy assumes independent clusters
and adequate numbers of clusters and bootstrap replicates; the technical
minimum of 10 valid replicates is not a recommendation for substantive
analyses. n_boot_attempted and n_boot_valid report Monte Carlo yield.
Bootstrap is skipped when fewer than three clusters contribute. An interval
is unavailable with fewer than 10 finite replicate coefficients, and is
marked "partial" when invalid replicates had to be excluded. No bootstrap
p-value is reported because wbCorr does not currently implement a validated
null-resampling test for these clustered estimands.
Correlation-matrix diagonals are 1 only when the variable has at least two
usable values and positive variance at that level; otherwise they are NA.
P-value diagonals are always NA. Merged summary matrices continue to show
the variable's ICC on the diagonal instead of a level-specific self-
correlation.
A matrix with any unavailable coefficient cannot be assessed as a complete
positive-semidefinite correlation matrix and is reported as
"not_assessable" rather than silently treated as valid.
Inspired by the psych::statsBy function, wbCorr allows you to calculate, extract, and plot within- and between-cluster correlations for further analysis.
Value
A wbCorr object that contains within- and between-cluster statistics. Use the get_table() function on the wbCorr object to retrieve a list of the full correlation tables. Use the summary() or get_matrix() function on the wbCorr object to retrieve various correlation matrices, including ICCs in the merged ones. Use get_ICC() to retrieve all intraclass correlations (ICC(1,1)). Finally, use to_excel() on a table or matrix (or list of matrices) to save them.
References
Tu, S., Li, C., & Shepherd, B. E. (2025). Between- and within-cluster Spearman rank correlations. Statistics in Medicine. doi:10.1002/sim.10326
Hall, P., & Wilson, S. R. (1991). Two guidelines for bootstrap hypothesis testing. Biometrics, 47(2), 757-762. doi:10.2307/2532163
Martin, M. A. (2007). Bootstrap hypothesis testing for some common statistical problems: A critical evaluation of size and power properties. Computational Statistics & Data Analysis, 51(12), 6321-6342. doi:10.1016/j.csda.2007.01.020
Andrews, D. W. K., & Buchinsky, M. (2000). A three-step method for choosing the number of bootstrap repetitions. Econometrica, 68(1), 23-51. doi:10.1111/1468-0262.00092
R Core Team. Correlation, variance and covariance matrices. R statistical software documentation. https://stat.ethz.ch/R-manual/R-devel/library/stats/html/cor.html
See Also
get_table,
summary,
get_matrix_diagnostics,
get_ICC,
plot,
to_excel
Examples
# importing our simulated example dataset with pre-specified within- and between- correlations
data("simdat_intensive_longitudinal")
# create a wbCorr object:
correlations <- wbCorr(simdat_intensive_longitudinal,
'participantID')
# optionally compute sample-size weighted between-cluster correlations:
weighted_correlations <- wbCorr(simdat_intensive_longitudinal,
'participantID',
between_weighting = 'cluster_size')
# quick cluster-bootstrap example; use more bootstrap samples in applied work:
bootstrapped_correlations <- wbCorr(simdat_intensive_longitudinal,
'participantID',
inference = 'cluster_bootstrap',
nboot = 20)
# optionally estimate cluster means from all rows available for each variable:
all_available_correlations <- wbCorr(simdat_intensive_longitudinal,
'participantID',
centering_rows = 'all_available')
# returns a list with full detailed tables of the correlations:
tables <- get_table(correlations) # the get_tables() function is equivalent
print(tables)
# returns a correlation matrix with stars for p-values:
matrices <- summary(correlations) # the get_matrix() and get_matrices() functions are equivalent
print(matrices)
# Plot the centered variables against each other
plot(correlations, 'within')
plot(correlations, which = 'b')
# Store the list of correlation matrices to excel
to_excel(matrices, path = tempfile(fileext = ".xlsx"))
wbCorr Class
Description
A class representing within- and between-cluster correlations.
Details
The wbCorr class is used to store within- and between-cluster correlations
and provides methods for printing and summarizing the correlations.