[R] Non linear programming: choose R that minimizes corr(y,x^R)
Hi John,
Do you want to minimize correlation or |correlation|?
Here is a simple code, with example, that shows how to optimize the magnitude
(that is corr^2) of correlation between y and x^p, where p is a positive real
number. You can modify it to suit your needs.
corxy.opt - function(x, y, interval=c(0,4), maximum=TRUE){
obj - function(p, x, y) cor(y, x^p)^2
ans - optimize(f=obj, interval=interval, maximum=maximum, x=x, y=y)
ans
}
set.seed(321)
x - runif(100)
y - rnorm(100, mean=1-2*x, sd=1)
corxy.opt(x, y)
# Why minimizing does not make sense
obj2 - function(p, x, y) sapply(p, function(p) cor(y, x^p)^2)
plot(seq(0,5,length=1000), obj2(seq(0,5,length=1000),x,y), type=l)
Best,
Ravi
Ravi Varadhan, Ph.D.
Assistant Professor
The Center on Aging and Health
Division of Geriatric Medicine Gerontology
Johns Hopkins University
rvarad...@jhmi.edumailto:rvarad...@jhmi.edu
410-502-2619
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[R] Non linear programming: choose R that minimizes corr(y, x^R)
I am looking for a package that will allow me to choose R (a real number) that minimizes the correlation of y and x^R, i.e. find R such that corr(y,x^R) is minimized. Any suggestions for packages I might look at would be helpful. Thanks, John John David Sorkin M.D., Ph.D. Chief, Biostatistics and Informatics University of Maryland School of Medicine Division of Gerontology Baltimore VA Medical Center 10 North Greene Street GRECC (BT/18/GR) Baltimore, MD 21201-1524 (Phone) 410-605-7119 (Fax) 410-605-7913 (Please call phone number above prior to faxing) Confidentiality Statement: This email message, including any attachments, is for the sole use of the intended recipient(s) and may contain confidential and privileged information. Any unauthorized use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by reply email and destroy all copies of the original message. __ R-help@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.
Re: [R] Non linear programming: choose R that minimizes corr(y, x^R)
The stats package has the optimize function that could be used for this.
On Tue, Feb 5, 2013 at 2:08 PM, John Sorkin jsor...@grecc.umaryland.eduwrote:
I am looking for a package that will allow me to choose R (a real number)
that minimizes the correlation of y and x^R, i.e.
find R such that corr(y,x^R) is minimized. Any suggestions for packages I
might look at would be helpful.
Thanks,
John
John David Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing)
Confidentiality Statement:
This email message, including any attachments, is for ...{{dropped:23}}
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and provide commented, minimal, self-contained, reproducible code.
Re: [R] Non linear programming: choose R that minimizes corr(y, x^R)
If you really mean minimize and not maximize, I doubt that any
such R exists.
-- Bert
On Tue, Feb 5, 2013 at 1:08 PM, John Sorkin jsor...@grecc.umaryland.edu wrote:
I am looking for a package that will allow me to choose R (a real number)
that minimizes the correlation of y and x^R, i.e.
find R such that corr(y,x^R) is minimized. Any suggestions for packages I
might look at would be helpful.
Thanks,
John
John David Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing)
Confidentiality Statement:
This email message, including any attachments, is for ...{{dropped:27}}
__
R-help@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.
Re: [R] Non linear programming: choose R that minimizes corr(y, x^R)
I really mean minimize. John John David Sorkin M.D., Ph.D. Chief, Biostatistics and Informatics University of Maryland School of Medicine Division of Gerontology Baltimore VA Medical Center 10 North Greene Street GRECC (BT/18/GR) Baltimore, MD 21201-1524 (Phone) 410-605-7119 (Fax) 410-605-7913 (Please call phone number above prior to faxing) Bert Gunter gunter.ber...@gene.com 2/5/2013 4:16 PM If you really mean minimize and not maximize, I doubt that any such R exists. -- Bert On Tue, Feb 5, 2013 at 1:08 PM, John Sorkin jsor...@grecc.umaryland.edu wrote: I am looking for a package that will allow me to choose R (a real number) that minimizes the correlation of y and x^R, i.e. find R such that corr(y,x^R) is minimized. Any suggestions for packages I might look at would be helpful. Thanks, John John David Sorkin M.D., Ph.D. Chief, Biostatistics and Informatics University of Maryland School of Medicine Division of Gerontology Baltimore VA Medical Center 10 North Greene Street GRECC (BT/18/GR) Baltimore, MD 21201-1524 (Phone) 410-605-7119 (Fax) 410-605-7913 (Please call phone number above prior to faxing) Confidentiality Statement: This email message, including any attachments, is for the sole use of the intended recipient(s) and may contain confidential and privileged information. Any unauthorized use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by reply email and destroy all copies of the original message. __ R-help@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. -- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm Confidentiality Statement: This email message, including any attachments, is for the sole use of the intended recipient(s) and may contain confidential and privileged information. Any unauthorized use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by reply email and destroy all copies of the original message. __ R-help@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.
