Hi, Maybe it is not directly related to R but sine many are statistical experts so I post it here for help:
I have two variables (say x and y) of length n. Now the cor(x,y) is close to 0. I need to find the subset in {1,.. n} so that the correlation between x and y using the subset data is maximized. A trivial choice would be selecting 2 individuals only so that cor(x,y) =1. As the size of the subset increases, cor(x,y) will go down to 0, but I am assuming the best correlation for each size of the subsets would not be monotonically decreasing. Any idea of how to find the solution? Thanks, Jing [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.