OK I better clarify what I mean as it appears it may not be a standard test.
The pearson correlation coefficient, in laymans terms, uses the shape of a curve around that curve's average to compare two curves. The standard correlation coefficient measures the shape of a curve around zero, and uses that to compare the two curves. Therefore a measure that starts at 1 and increases away from zero, and a measure that starts at -4 and increases towards zero, will be deamed similar via pearson's correlation coefficient, and dissimilar via the standard correlation coefficient. This is useful when "increase away from zero" is very different behaviour from "increase towards zero". There are some descriptions here: http://ccgb.umn.edu/support/software/gspring/HelpPages/GSUM-120.html http://www.optimaldesign.com/AMHelp/HowTo/HowToChooseClustParam.htm -----Original Message----- From: Stefan Drees [mailto:[EMAIL PROTECTED] Sent: 03 September 2004 14:03 To: [EMAIL PROTECTED] Cc: michael watson (IAH-C); Stefan Drees Subject: Re: [R] Standard correlation On Fri, Sep 03, 2004 at 01:30:36PM +0100 - a wonderful day - michael watson (IAH-C) wrote: > Is there a function for computing the standard correlation > coefficient (not pearson) in R? help (cor) yields the following in my R 1.9.1 installation: """ ... cor(x, y = NULL, use = "all.obs", method = c("pearson", "kendall", "spearman")) ... """ HTH, Stefan. -- .o. e-mail: [EMAIL PROTECTED], web: www.sdrees.org, +49 700 SDREESDE ..o fingerprint = 516C C4EF 712A B26F 15C9 C7B7 5651 6964 D508 1B56 ooo stefan drees - consulting and lecturing - problems to tasks ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
