[R] Problem when creating matrix of values based on covariance matrix

[peter dalgaard]

On Aug 11, 2012, at 16:17 , Boel Brynedal wrote:

> cov8=cov(sample8,method='spearman')

There's your problem. I'm surprised that nobody seems to have picked up on this, but Spearman covariances are of the ranks, not of the data. Try method="pearson".

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com