Hi
I looked in the help page which states
See Also
cor.test for confidence intervals (and tests).
cov.wt for weighted covariance computation.
Then I looked to cov.wt help page and it seems that it does what you want
cov.wt(data.frame(x,y), wt=c(.5,.25,.25), cor=T)
$cov
x y
x 1.1 4.1
y 4.1 17.9
$center
x y
1.75 3.25
$n.obs
[1] 3
$wt
[1] 0.50 0.25 0.25
$cor
x y
x 1.0000000 0.9239767
y 0.9239767 1.0000000
Actually you could look to help pages yourself and probably came to the same
solution quicker.
Petr
> -----Original Message-----
> From: r-help-boun...@r-project.org [mailto:r-help-bounces@r-
> project.org] On Behalf Of Robert Sherry
> Sent: Wednesday, July 16, 2014 11:37 PM
> To: r-help@r-project.org
> Subject: [R] Correlation
>
> Please consider the following R Script:
> x = c(1,2,3)
> y = c(1,2,9)
> cor(x,y)
> These three lines will produce, as I expected, the correlation between
> the variables x and y. However, R is going to assume that the
> probability that x = 1 is the same as the probability that x = 2.
> Suppose I know the probability that x = 1 is 0.5 and the probability
> that x = 2 (or x = 3 ) is 0.25. I believe that would effect the
> correlation between the variables x and y. How do I tell R about these
> probabilities?
>
> I thank the group in advance for their responses to this post.
>
> Bob
>
> ______________________________________________
> R-help@r-project.org mailing list
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> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.
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