[R] correlation question

From: <vincent_at_7d4.com>
Date: Fri 30 Sep 2005 - 22:30:45 EST


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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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Sep 30 22:34:09 2005

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