[R] Correlation discrepancy

[Dimitris Rizopoulos]

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:
> 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       # no of of paired obs. = 8
>
> or
>
> covariance = sum(x*y)/8-(mean(x)*mean(y))
>
> gives
>
> covariance = 2.125
>
> I am not able to figure out where I am going wrong w.r.t. the covariance formula. Kindly guide.
>
> Regards
>
> Vincy
>
>
>
>
>
>
>
>
>
>
>
>
> 	[[alternative HTML version deleted]]
>
>
>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

-- 
Dimitris Rizopoulos
Assistant Professor
Department of Biostatistics
Erasmus University Medical Center

Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands
Tel: +31/(0)10/7043478
Fax: +31/(0)10/7043014
Web: http://www.erasmusmc.nl/biostatistiek/