On Aug 11, 2012, at 16:17 , Boel Brynedal wrote: > cov8=cov(sample8,method='spearman')
There's your problem. I'm surprised that nobody seems to have picked up on this, but Spearman covariances are of the ranks, not of the data. Try method="pearson". -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ 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.
