Divide by 8 leads biased estimator of covariance.
R cov function calculates unbiased estimator(divide by (sample size)-1).
Regards,
Kohta
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Dear Mr Dimitris and Mr Harding, by mistake I have typed my colleagues name
(i.e. Ashok) while thanking you. Please excuse me for that.
Regards
Vincy
--- On Tue, 8/23/11, ted.hard...@wlandres.net wrote:
From: ted.hard...@wlandres.net
Subject: Re: [R] Correlation discrepancy
To: r-help@r
] Correlation discrepancy
To: r-help@r-project.org
Cc: "Vincy Pyne"
Received: Tuesday, August 23, 2011, 11:38 AM
In addition, something has gone wrong, Vincy, with your data x,y
between evaluating cov(x,y) and evaluating your explicit formula.
If I repeat your commands:
x = c(44,46,46,47,4
In addition, something has gone wrong, Vincy, with your data x,y
between evaluating cov(x,y) and evaluating your explicit formula.
If I repeat your commands:
x = c(44,46,46,47,45,43,45,44)
y = c(44,43,41,41,46,48,44,43)
cov(x, y)
# [1] -2.428571
sum((x-mean(x))*(y-mean(y)))/8
# [1] -
well, you don't have the correct denominator, i.e., n-1, with n denoting
the sample size. Have a look at the *Details* section of the online help
file for cov(), and try also
sum((x-mean(x))*(y-mean(y)))/7
cov(x, y)
I hope it helps.
Best,
Dimitris
On 8/23/2011 1:18 PM, Vincy Pyne wrote:
D
Dear R list, I have one very elementary question regrading correlation between
two variables.
x = c(44,46,46,47,45,43,45,44)
y = c(44,43,41,41,46,48,44,43)
> cov(x, y)
[1] -2.428571
However, if I try to calculate the covariance using the formula as
covariance = sum((x-mean(x))*(y-mean(y)))/8
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