First: The question is really not related to R. What you can find very easly in books or in the internet: The correlation coefficient is invariant under a linear transformation (and the proof) #E.g. library(rrcov) data(brain) cor(brain) cor(scale(brain)) #Is the same, BUT cor(log(brain)) #Is VERY different.
Best, Matthias > Dear R-helpers, > > First, double apologies because the question is not > directly related to R, and also probably quite simple. > > I have observed (with many data) that given 2 series X and Y > cor(X,Y) and cor(log(X), log(Y)) differs only very slightly. > I suspect this is because log(x) is monotonous, > ... but I am unable to demonstrate it. > (perhaps it is also wrong ?). > > Would somebody here be able and kind enough to put me on > the rigth track (a piece of clue or a link would be nice). > > Thanks > Vincent > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read > the posting guide! http://www.R-project.org/posting-guide.html > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
