1. In the case in which x and y are both vectors not matrices, yes. Otherwise it returns matrices for both, of course. 2. As Peter wrote, yup. - I guess it is something that should be fixed. That would be more consistent and the Pearson solution makes sense.
If you need a quick-and-dirty fix for your problem, I would suggest trying to loop over the column indices i and j of your two matrices and compute the correlations individually: cor(x[,i],y[,j],use="p",method="k") Daniel -----Ursprüngliche Nachricht----- Von: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] Im Auftrag von Peter Dalgaard Gesendet: Wednesday, January 02, 2008 6:22 PM An: Hilmar Berger Cc: r-help@r-project.org Betreff: Re: [R] strange behavior of cor() with pairwise.complete.obs Hilmar Berger wrote: > Sorry, > > I obviously did not state clearly what the problem is (thanks Daniel): > > 1. minor problem: cor() does return different types of variables for > methods "kendall" and pearson (matrix vs. scalar) when > pairwise.complete.obs is selected. > > 2. major problem: cor() does return with an error if both x and y are > matrices with method="kendall" when pairwise.complete.obs is selected > and one column of one of the two matrices is completely NA. > This does not happen for method "pearson". > > Regards, > Hilmar > > Hilmar Berger <hilmar.berger <at> imise.uni-leipzig.de> writes: > >> Hi all, >> >> I'm not quite sure if this is a feature or a bug or if I just fail to >> understand the documentation: >> >> If I use cor() with pairwise.complete.obs and method=pearson, the >> result is a >> scalar: >> >> ->cor(c(1,2,3),c(3,4,6),use="pairwise.complete.obs",method="pearson") >> [1] 0.9819805 >> >> The documentation says that >> " '"pairwise.complete.obs"' only works with the '"pearson"' method >> for 'cov' and 'var'." >> >> Thus, I guess that cor() should work for pairwise.complete.obs and >> method = "kendall", or am I misinterpreting that statement ? >> >> I would interpret it to mean that it does NOT work for "kendall" and "spearman" and I don't see how you can possibly interpret otherwise. >> -> c(1,2,3),c(3,4,6),use="pairwise.complete.obs",method="kendall") >> [,1] >> [1,] 1 >> >> Now the result is a matrix with dimensions (1,1) - strange enough. >> >> Note that when I use "all.obs" or "complete.obs" I get a scalar for >> method kendall, too. >> >> It gets worse if one tries to calculate the correlation between the >> columns of two matrices (i.e. cor(x,y) with x and y being a matrix). >> Then >> >> -> c=matrix(c(1,2,3,3,4,5),nrow=3,ncol=2) >> -> d=matrix(c(2,3,4,NA,NA,NA),nrow=3,ncol=2) >> -> cor(c,d,use="pairwise.complete.obs",method="pearson") >> [,1] [,2] >> [1,] 1 NA >> [2,] 1 NA >> >> -> cor(c,d,use="pairwise.complete.obs",method="kendall") >> Error: 'x' is empty (*translated from german error message*) >> >> The behavior is reproducible in R 2.4.1 and 2.6.1 (WinXP). I noticed >> that in 2.7.0 something was fixed in cor() related to "complete.obs" >> handling >> - would >> that fix my problems ? >> Apparently. There are ways to find this out yourself, you know.... The help page still claims that it doesn't work, though. -- O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ 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. ______________________________________________ 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.
