Hi,
Maybe it is not directly related to R but sine many are statistical experts so I post it here for help:
I have two variables (say x and y) of length n. Now the cor(x,y) is close to 0. I need to find the subset in {1,.. n} so that the correlation between x and y using the subset data is maximized. A trivial choice would be selecting 2 individuals only so that cor(x,y) =1. As the size of the subset increases, cor(x,y) will go down to 0, but I am assuming the best correlation for each size of the subsets would not be monotonically decreasing.
Any idea of how to find the solution?
Thanks,
Jing
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