[R] details of cor function

[Greg Snow]

For how to find the source code, see the help desk article in the
October 2006 R news newsletter
(http://cran.r-project.org/doc/Rnews/Rnews_2006-4.pdf) which was the
predacessor of the R journal.

Have you looked at the variance of your jitters as well?  that is what
would make me more nervous (wide) or confident(narrow).

On Fri, Mar 7, 2014 at 8:38 AM, David Parkhurst <parkhurs at imap.iu.edu> wrote:
> Thank you for your response.  The first part of my question was meant to ask
> "how do I actually find the source code?"  I tried to find that, without
> success.
>
> As for my comfort with a method that gives variable answers, I've
> experimented by running 100 cases and take the average.  When I've done that
> on six different datasets from my real data with cor and method=kendall, the
> mean tau from 100 jittering cases has been 5% to 10% lower than for the one
> call without jittering.  Given the many ties and zeroes in my data, I'm
> inclined to think the mean value with jittering is likely to be a better
> statistic.  But I don't know.
>
> David
>
>
> On 3/7/2014 10:25 AM, Greg Snow wrote:
>>
>> You could run the cor function on a small dataset where you know the
>> values of tau-a and/or tau-b (either because you hand computed them,
>> or found an example on the internet showing the difference), that
>> would give some good evidence as to which is used.
>>
>> Or you could look at the source code, R is open source afterall.
>>
>> On the jittering question: are you comfortable with a method that
>> would give a different answer every time you run it?
>>
>> On Thu, Mar 6, 2014 at 9:41 PM, David Parkhurst <parkhurs at imap.iu.edu>
>> wrote:
>>>
>>> How can I find out whether the cor function with method="Kendall"
>>> computes
>>> Kendall's tau-a or tau-b.  I understand that tau-b deals better with
>>> ties,
>>> and I'm wanting to look for correlation in two variables that have lots
>>> of
>>> ties (especially lots of zeroes for one of them).  The information
>>> provided
>>> by ?cor does not specify which is computed.
>>> And a question: am I better off to jitter the variables before computing
>>> tau, given the many ties?
>>>
>>> ______________________________________________
>>> 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.
>>
>>
>>
>>
>



-- 
Gregory (Greg) L. Snow Ph.D.
538280 at gmail.com