[R] correlation question

[vincent@7d4.com]

TEMPL Matthias a écrit :

> First: The question is really not related to R.
> What you can find very easly in books or in the internet:
> The correlation coefficient is invariant under a linear transformation
> (and the proof) 

yes.

> #E.g. 
> library(rrcov)
> data(brain)
> cor(brain)
> cor(scale(brain))  #Is the same,

ok

> cor(log(brain))    # BUT Is VERY different.

Ah, thank you very much for this example.
So it seems cor(X,Y) ~ cor(log(X), log(Y)) is in fact
only a particular feature of my data (prices series)
(perhaps/probably because they are quite continuous ?).

Nothing general. I was completely off the track. Sorry.

> Best,
> Matthias

Thanks again for this counter-example and the enlightenment.
Vincent