[R] a problem 'cor' function
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. -0.1176 0.8718 0.8179 Sepal.Width -0.1176 1. -0.4284 -0.3661 Petal.Length 0.8718 -0.4284 1. 0.9629 Petal.Width0.8179 -0.3661 0.9629 1. cor(iris[1:4])==1 Sepal.Length Sepal.Width Petal.Length Petal.Width Sepal.Length TRUE FALSEFALSE FALSE Sepal.Width FALSETRUEFALSE FALSE Petal.LengthFALSE FALSE TRUE FALSE Petal.Width FALSE FALSEFALSETRUE cor(iris[1:4], iris[1:4]) Sepal.Length Sepal.Width Petal.Length Petal.Width Sepal.Length 1. -0.1176 0.8718 0.8179 Sepal.Width -0.1176 1. -0.4284 -0.3661 Petal.Length 0.8718 -0.4284 1. 0.9629 Petal.Width0.8179 -0.3661 0.9629 1. cor(iris[1:4], iris[1:4])==1 Sepal.Length Sepal.Width Petal.Length Petal.Width Sepal.Length TRUE FALSEFALSE FALSE Sepal.Width FALSETRUEFALSE FALSE Petal.LengthFALSE FALSEFALSE FALSE Petal.Width FALSE FALSEFALSETRUE === 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 _ Join the next generation of Hotmail and you could win the adventure of a lifetime __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
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] 0.99989 sprintf(%1.22g, pl) [1] 6 5.0996 5.9004 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. -0.1176 0.8718 0.8179 Sepal.Width -0.1176 1. -0.4284 -0.3661 Petal.Length 0.8718 -0.4284 1. 0.9629 Petal.Width0.8179 -0.3661 0.9629 1. cor(iris[1:4])==1 Sepal.Length Sepal.Width Petal.Length Petal.Width Sepal.Length TRUE FALSEFALSE FALSE Sepal.Width FALSETRUEFALSE FALSE Petal.LengthFALSE FALSE TRUE FALSE Petal.Width FALSE FALSEFALSETRUE cor(iris[1:4], iris[1:4]) Sepal.Length Sepal.Width Petal.Length Petal.Width Sepal.Length 1. -0.1176 0.8718 0.8179 Sepal.Width -0.1176 1. -0.4284 -0.3661 Petal.Length 0.8718 -0.4284 1. 0.9629 Petal.Width0.8179 -0.3661 0.9629 1. cor(iris[1:4], iris[1:4])==1 Sepal.Length Sepal.Width Petal.Length Petal.Width Sepal.Length TRUE FALSEFALSE FALSE Sepal.Width FALSETRUEFALSE FALSE Petal.LengthFALSE FALSEFALSE FALSE Petal.Width FALSE FALSEFALSETRUE === 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 _ Join the next generation of Hotmail and you could win the adventure of a lifetime __ R-help@stat.math.ethz.ch 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] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] a problem 'cor' function
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] 0.99989 sprintf(%1.22g, pl) [1] 6 5.0996 5.9004 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. -0.1176 0.8718 0.8179 Sepal.Width -0.1176 1. -0.4284 -0.3661 Petal.Length 0.8718 -0.4284 1. 0.9629 Petal.Width 0.8179 -0.3661 0.9629 1. cor(iris[1:4])==1 Sepal.Length Sepal.Width Petal.Length Petal.Width Sepal.Length TRUE FALSEFALSE FALSE Sepal.Width FALSETRUEFALSE FALSE Petal.Length FALSE FALSE TRUE FALSE Petal.Width FALSE FALSEFALSETRUE cor(iris[1:4], iris[1:4]) Sepal.Length Sepal.Width Petal.Length Petal.Width Sepal.Length 1. -0.1176 0.8718 0.8179 Sepal.Width -0.1176 1. -0.4284 -0.3661 Petal.Length 0.8718 -0.4284 1. 0.9629 Petal.Width0.8179 -0.3661 0.9629 1. cor(iris[1:4], iris[1:4])==1 Sepal.Length Sepal.Width Petal.Length Petal.Width Sepal.Length TRUE FALSE FALSE FALSE Sepal.Width FALSETRUE FALSE FALSE Petal.LengthFALSE FALSEFALSE FALSE Petal.Width FALSE FALSEFALSETRUE ===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 _ Join the next generation of Hotmail and you could win the adventure of a lifetime __ R-help@stat.math.ethz.ch 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] _ ItÂ’s the future of Hotmail: Try Windows Live Mail beta [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
