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List:       r-help
Subject:    Re: [R] a problem 'cor' function
From:       Peter Ehlers <ehlers () math ! ucalgary ! ca>
Date:       2006-05-31 22:49:18
Message-ID: 447E1D6E.80903 () math ! ucalgary ! ca
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Looks like another case of the most F of all FAQs: FAQ 7.31.

See if the following makes sense to you:

  pl <- iris[101:150, 3]
  all.equal(cor(pl,pl), 1)
  [1] TRUE
  cor(pl,pl) == 1
  [1] FALSE
  sprintf("%1.22g", cor(pl, pl))
  [1] "0.99999999999999989"
  sprintf("%1.22g", pl)
  [1] "6"                  "5.0999999999999996" "5.9000000000000004"
etc

Peter Ehlers

Tao Shi wrote:

> Hi list,
> 
> One of my co-workers found this problem with 'cor' in his code and I confirm it too \
> (see below).  He's using R 2.2.1 under Win 2K and I'm using R 2.3.0 under Win XP. 
> ===========================================
> 
> > R.Version()
> 
> $platform
> [1] "i386-pc-mingw32"
> 
> $arch
> [1] "i386"
> 
> $os
> [1] "mingw32"
> 
> $system
> [1] "i386, mingw32"
> 
> $status
> [1] ""
> 
> $major
> [1] "2"
> 
> $minor
> [1] "3.0"
> 
> $year
> [1] "2006"
> 
> $month
> [1] "04"
> 
> $day
> [1] "24"
> 
> $`svn rev`
> [1] "37909"
> 
> $language
> [1] "R"
> 
> $version.string
> [1] "Version 2.3.0 (2006-04-24)"
> 
> > data(iris)
> > cor(iris[1:4])
> 
> Sepal.Length Sepal.Width Petal.Length Petal.Width
> Sepal.Length       1.0000     -0.1176       0.8718      0.8179
> Sepal.Width       -0.1176      1.0000      -0.4284     -0.3661
> Petal.Length       0.8718     -0.4284       1.0000      0.9629
> Petal.Width        0.8179     -0.3661       0.9629      1.0000
> 
> > cor(iris[1:4])==1
> 
> Sepal.Length Sepal.Width Petal.Length Petal.Width
> Sepal.Length         TRUE       FALSE        FALSE       FALSE
> Sepal.Width         FALSE        TRUE        FALSE       FALSE
> Petal.Length        FALSE       FALSE         TRUE       FALSE
> Petal.Width         FALSE       FALSE        FALSE        TRUE
> 
> > cor(iris[1:4], iris[1:4])
> 
> Sepal.Length Sepal.Width Petal.Length Petal.Width
> Sepal.Length       1.0000     -0.1176       0.8718      0.8179
> Sepal.Width       -0.1176      1.0000      -0.4284     -0.3661
> Petal.Length       0.8718     -0.4284       1.0000      0.9629
> Petal.Width        0.8179     -0.3661       0.9629      1.0000
> 
> > cor(iris[1:4], iris[1:4])==1
> 
> Sepal.Length Sepal.Width Petal.Length Petal.Width
> Sepal.Length         TRUE       FALSE        FALSE       FALSE
> Sepal.Width         FALSE        TRUE        FALSE       FALSE
> Petal.Length        FALSE       FALSE        FALSE       FALSE
> Petal.Width         FALSE       FALSE        FALSE        TRUE
> ===========================================
> 
> The two ways of calculating correlation seem to generate the 'same' results, but \
> the second one doesn't appear to be numerically stable (see the 3rd diagonal \
> element of the last matrix). 
> thanks,
> 
> ...Tao 
> 
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-- 
Peter Ehlers
Chair, Division of Statistics and Actuarial Science
Department of Mathematics and Statistics
University of Calgary, 2500 University Dr. NW       ph: 403-220-3936
Calgary, Alberta  T2N 1N4, CANADA                  fax: 403-282-5150
email: ehlers@math.ucalgary.ca

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