[R] strange behavior of cor() with pairwise.complete.obs
Daniel Malter
daniel at umd.edu
Wed Jan 2 20:07:48 CET 2008
Sorry, I did not get it at first. Now I see your problem. I accidentally
used pearson. So it does not work for kendall's tau or spearman's rho. The
reason why it does not work is because there is one column full of NAs in
the second matrix. It works if you have more than one valid value to compare
to in each of the matrix columns:
m=matrix(c(1,2,3,3,4,5),nrow=3,ncol=2)
d=matrix(c(2,3,4,9,5,NA),nrow=3,ncol=2)
cor(d,m,method="k",use="pairwise.complete.obs")
I don't know if that helps, but it is an explanation. Why pearson works and
spearman and kendall don't, I don't know.
Cheers,
Daniel
-------------------------
cuncta stricte discussurus
-------------------------
-----Ursprüngliche Nachricht-----
Von: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] Im
Auftrag von Hilmar Berger
Gesendet: Wednesday, January 02, 2008 12:39 PM
An: r-help at stat.math.ethz.ch
Betreff: [R] strange behavior of cor() with pairwise.complete.obs
Hi all,
I'm not quite sure if this is a feature or a bug or if I just fail to
understand the documentation:
If I use cor() with pairwise.complete.obs and method=pearson, the result is
a
scalar:
->cor(c(1,2,3),c(3,4,6),use="pairwise.complete.obs",method="pearson")
[1] 0.9819805
The documentation says that
" '"pairwise.complete.obs"' only works with the '"pearson"' method
for 'cov' and 'var'."
Thus, I guess that cor() should work for pairwise.complete.obs and method =
"kendall", or am I misinterpreting that statement ?
-> c(1,2,3),c(3,4,6),use="pairwise.complete.obs",method="kendall")
[,1]
[1,] 1
Now the result is a matrix with dimensions (1,1) - strange enough.
Note that when I use "all.obs" or "complete.obs" I get a scalar for method
kendall, too.
It gets worse if one tries to calculate the correlation between the columns
of two matrices (i.e. cor(x,y) with x and y being a matrix). Then
-> c=matrix(c(1,2,3,3,4,5),nrow=3,ncol=2)
-> d=matrix(c(2,3,4,NA,NA,NA),nrow=3,ncol=2)
-> cor(c,d,use="pairwise.complete.obs",method="pearson")
[,1] [,2]
[1,] 1 NA
[2,] 1 NA
-> cor(c,d,use="pairwise.complete.obs",method="kendall")
Error: 'x' is empty (*translated from german error message*)
The behavior is reproducible in R 2.4.1 and 2.6.1 (WinXP). I noticed that in
2.7.0 something was fixed in cor() related to "complete.obs" handling -
would that fix my problems ?
Any suggestions ?
Thanks,
Hilmar
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