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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