On Fri, 10 Jan 2014, 汤靖 <mr_tangj...@hotmail.com> writes:
> Hi,
> Maybe it is not directly related to R but sine many are statistical experts
> so I post it here for help:
>
> I have two variables (say x and y) of length n. Now the cor(x,y) is close to
> 0. I need to find the subset in {1,.. n} so that the correlation between x
> and y using the subset data is maximized. A trivial choice would be selecting
> 2 individuals only so that cor(x,y) =1. As the size of the subset increases,
> cor(x,y) will go down to 0, but I am assuming the best correlation for each
> size of the subsets would not be monotonically decreasing.
>
> Any idea of how to find the solution?
>
> Thanks,
> Jing
>
>
Hi Jing,
in chapter 1 of the NMOF manual I discuss a very similar problem; perhaps
it helps you (but it's a draft only...)
http://enricoschumann.net/NMOF.htm#NMOFmanual
--
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net
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