X-Original-To: msa@biostat.mgh.harvard.edu
Date: Fri, 09 Apr 2004 19:06:47 +0200
From: Uwe Ligges <ligges@statistik.uni-dortmund.de>
Organization: Fachbereich Statistik, Universitaet Dortmund
X-Accept-Language: en-us, en, de-de, de
Cc: R-bugs@biostat.ku.dk
msa@biostat.mgh.harvard.edu wrote:
Full_Name: Marek Ancukiewicz
Version: 1.8.1
OS: Linux
Submission from: (NULL) (132.183.12.87)
Function cor() incorrectly handles missing observation with method="spearman":
x <- c(1,2,3,NA,5,6)
y <- c(4,NA,2,5,1,3)
cor(x,y,use="complete.obs",method="s")
cor(x[!is.na(x)&!is.na(y)],y[!is.na(x)&!is.na(y)],method="s")
[1] -0.4
These two results should be the same.
No! Please read at least the help file, ?cor, before submitting a bug
report:
"If use is "complete.obs" then missing values are handled by casewise
deletion. Finally, if use has the value "pairwise.complete.obs" then the
correlation between each pair of variables is computed using all
complete pairs of observations on those variables."
Hence
cor(x, y, use="pairwise.complete.obs", method="s")
is what you expect ...
Uwe Ligges