[R] a problem 'cor' function

[Peter Ehlers]

Looks like another case of the most F of all FAQs: FAQ 7.31.

See if the following makes sense to you:

  pl <- iris[101:150, 3]
  all.equal(cor(pl,pl), 1)
  [1] TRUE
  cor(pl,pl) == 1
  [1] FALSE
  sprintf("%1.22g", cor(pl, pl))
  [1] "0.99999999999999989"
  sprintf("%1.22g", pl)
  [1] "6"                  "5.0999999999999996" "5.9000000000000004"
etc

Peter Ehlers

Tao Shi wrote:

> Hi list,
> 
> One of my co-workers found this problem with 'cor' in his code and I confirm it too (see below).  He's using R 2.2.1 under Win 2K and I'm using R 2.3.0 under Win XP.
> 
> ===========================================
> 
>>R.Version()
> 
> $platform
> [1] "i386-pc-mingw32"
> 
> $arch
> [1] "i386"
> 
> $os
> [1] "mingw32"
> 
> $system
> [1] "i386, mingw32"
> 
> $status
> [1] ""
> 
> $major
> [1] "2"
> 
> $minor
> [1] "3.0"
> 
> $year
> [1] "2006"
> 
> $month
> [1] "04"
> 
> $day
> [1] "24"
> 
> $`svn rev`
> [1] "37909"
> 
> $language
> [1] "R"
> 
> $version.string
> [1] "Version 2.3.0 (2006-04-24)"
> 
>>data(iris)
>>cor(iris[1:4])
> 
>              Sepal.Length Sepal.Width Petal.Length Petal.Width
> Sepal.Length       1.0000     -0.1176       0.8718      0.8179
> Sepal.Width       -0.1176      1.0000      -0.4284     -0.3661
> Petal.Length       0.8718     -0.4284       1.0000      0.9629
> Petal.Width        0.8179     -0.3661       0.9629      1.0000
> 
>>cor(iris[1:4])==1
> 
>              Sepal.Length Sepal.Width Petal.Length Petal.Width
> Sepal.Length         TRUE       FALSE        FALSE       FALSE
> Sepal.Width         FALSE        TRUE        FALSE       FALSE
> Petal.Length        FALSE       FALSE         TRUE       FALSE
> Petal.Width         FALSE       FALSE        FALSE        TRUE
> 
>>cor(iris[1:4], iris[1:4])
> 
>              Sepal.Length Sepal.Width Petal.Length Petal.Width
> Sepal.Length       1.0000     -0.1176       0.8718      0.8179
> Sepal.Width       -0.1176      1.0000      -0.4284     -0.3661
> Petal.Length       0.8718     -0.4284       1.0000      0.9629
> Petal.Width        0.8179     -0.3661       0.9629      1.0000
> 
>>cor(iris[1:4], iris[1:4])==1
> 
>              Sepal.Length Sepal.Width Petal.Length Petal.Width
> Sepal.Length         TRUE       FALSE        FALSE       FALSE
> Sepal.Width         FALSE        TRUE        FALSE       FALSE
> Petal.Length        FALSE       FALSE        FALSE       FALSE
> Petal.Width         FALSE       FALSE        FALSE        TRUE
> ===========================================
> 
> The two ways of calculating correlation seem to generate the 'same' results, but the second one doesn't appear to be numerically stable (see the 3rd diagonal element of the last matrix).
> 
> thanks,
> 
> ...Tao 
> 
> _________________________________________________________________
> Join the next generation of Hotmail and you could win the adventure of a lifetime
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

-- 
Peter Ehlers
Chair, Division of Statistics and Actuarial Science
Department of Mathematics and Statistics
University of Calgary, 2500 University Dr. NW       ph: 403-220-3936
Calgary, Alberta  T2N 1N4, CANADA                  fax: 403-282-5150
email: ehlers at math.ucalgary.ca