[R] cov2cor exp

wacguy gw57 at duke.edu
Wed Sep 18 19:28:39 CEST 2013


Ok, Thanks foe the answer, Ken:

*1L, 2L etc are integers. (That is, identical to as.integer(1) ,
as.integer(2) etc)

Using integers (instead of "numeric" type) is more efficient as here they're
used as indexes and would be converted to integer anyway.

Compare 
> is(1) 
... and 
> is(1L)

1L:p is the sequence 1, 2, 3, ..., p (just like 1:p)

Just for curiosity, what is findFn('cov2cor') ?

Regards,
Kenn*

I don't know what findFn('cov2cor') is, I'm a total newbie to R but I
created a new, simpler to my opinion function for some descriptive
statistics as matrix functions for a matrix called "x":

one1=c(rep(1, nrow(x)))
means <- t(one1)%*%x/3#row vector of means
M=one1%*%means#A �� × �� matrix �� where each column is filled with the mean
value for that column
D=x-M#deviation matrix
S=(t(D)%*%D)/(nrow(x)-1)#Covariance matrix

R=function(S){###R is a Correlation matrix###
  V=matrix(nrow=nrow(S),ncol=ncol(S))
  V1 <- sqrt(1/diag(S))
  diag(V)=V1
  V[is.na(V)]=0
  R=V%*%S%*%V
  return(R)
}
  R(S)



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