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Problem when creating matrix of values based on covariance matrix

Sun, Aug 12, 2012 7:16 AM

On Aug 11, 2012, at 16:17 , Boel Brynedal wrote:

There's your problem. I'm surprised that nobody seems to have picked up on this, but Spearman covariances are of the ranks, not of the data. Try method="pearson".

Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com

Thread (10 messages)

Boel Brynedal Problem when creating matrix of values based on covariance matrix Aug 11 Bert Gunter Problem when creating matrix of values based on covariance matrix Aug 11 Boel Brynedal Problem when creating matrix of values based on covariance matrix Aug 11 Michael Dewey Problem when creating matrix of values based on covariance matrix Aug 12 Peter Dalgaard Problem when creating matrix of values based on covariance matrix Aug 12 Boel Brynedal Problem when creating matrix of values based on covariance matrix Aug 12 Boel Brynedal Problem when creating matrix of values based on covariance matrix Aug 12 R. Michael Weylandt Problem when creating matrix of values based on covariance matrix Aug 12 R. Michael Weylandt Problem when creating matrix of values based on covariance matrix Aug 12 William Dunlap Problem when creating matrix of values based on covariance matrix Aug 13