[R] strange behavior of cor() with pairwise.complete.obs

[Peter Dalgaard]

Hilmar Berger wrote:
> Peter Dalgaard schrieb:
>   
>> Hilmar Berger wrote:
>>     
>>> Sorry,
>>> I obviously did not state clearly what the problem is (thanks Daniel):
>>>
>>> 1. minor problem: cor() does return different types of variables for
>>> methods "kendall" and pearson (matrix vs. scalar) when 
>>> pairwise.complete.obs is selected.
>>> 2. major problem: cor() does return with an error if both x and y are 
>>> matrices with method="kendall" when pairwise.complete.obs is
>>> selected and one column of one of the two matrices is completely NA.
>>> This does not happen for method "pearson".
>>>
>>> Regards,
>>> Hilmar
>>>
>>> Hilmar Berger <hilmar.berger <at> imise.uni-leipzig.de> writes:
>>>  
>>>       
>>>> 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 ?
>>>>
>>>>     
>>>>         
>> I would interpret it to mean that it does NOT work for "kendall" and 
>> "spearman" and I don't see how you can possibly interpret otherwise.
>>
>>     
>
> Well, the phrase states that in the case of *cov* and *var* it does not 
> work for kendall and spearman. It does not say anything about *cor*, so 
> I assume that it should work there for all methods.
> Looking at the code of cor() I noticed that the case of 
> pairwise.complete.obs is explicitly handled for "kendall" and 
> "spearman", returning even a result and not an error.
>
>   
Argh! Must remember to wear my reading glasses.....

    -p

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