Hi Peter,
Thank you very much for your quick reply!
I'm aware of the accuracy issue of the numbers in R. I guess the thing I was
puzzled is how come the same function when used in different way produce
different results (it's supposed to use the same algorithm). The only
explanation for this is when cor(x) is used, the function automatically assign
all the diagonal elements to 1. But when cor(x, y) is used, since there is no
way to check which two vectors are the same, the function gives the 'real'
results.
best,
...Tao
> Date: Wed, 31 May 2006 16:49:18 -0600> From: [EMAIL PROTECTED]> To: [EMAIL
> PROTECTED]> CC: r-help@stat.math.ethz.ch> Subject: Re: [R] a problem 'cor'
> function> > 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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> mailing list> > https://stat.ethz.ch/mailman/listinfo/r-help> > PLEASE do
> read the posting guide! http://www.R-project.org/posting-guide.html> > -- >
> 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: [EMAIL PROTECTED]>
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