TEMPL Matthias a écrit : > First: The question is really not related to R. > What you can find very easly in books or in the internet: > The correlation coefficient is invariant under a linear transformation > (and the proof)
yes. > #E.g. > library(rrcov) > data(brain) > cor(brain) > cor(scale(brain)) #Is the same, ok > cor(log(brain)) # BUT Is VERY different. Ah, thank you very much for this example. So it seems cor(X,Y) ~ cor(log(X), log(Y)) is in fact only a particular feature of my data (prices series) (perhaps/probably because they are quite continuous ?). Nothing general. I was completely off the track. Sorry. > Best, > Matthias Thanks again for this counter-example and the enlightenment. Vincent ______________________________________________ [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
