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,
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,
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
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.
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
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