[R] Correlation

[PIKAL Petr]

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-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Robert Sherry
> Sent: Wednesday, July 16, 2014 11:37 PM
> To: r-help at 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 at 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.

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