correlation question
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
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