Message-ID: <960E1A7C-5065-4306-8363-ED4B2BA48652@gmail.com>
Date: 2012-08-12T14:16:58Z
From: Peter Dalgaard
Subject: Problem when creating matrix of values based on covariance matrix
In-Reply-To: <CAHFjiEDTSFxP_8brPAEhxZw6ynNDQN2R+WMrgwS7pBrF=n_DBw@mail.gmail.com>
On Aug 11, 2012, at 16:17 , Boel Brynedal wrote:
> cov8=cov(sample8,method='spearman')
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