For Niko: linear transformations affect covariance but not correlation

covar.R

library(MASS)
data<-mvrnorm(n=100, mu=c(1,2), Sigma=matrix(c(1,0.5,0.5,1),2))

colnames(data) <- c("x","y")
var(data)
cor(data)

data[,"x"] <- data[,"x"] + 3
var(data) # unchanged
cor(data) # unchanged

data[,"x"] <- data[,"x"] * 0.2
var(data) # CHANGED
cor(data) # unchanged

data[,"x"] <- exp(data[,"x"])
cor(data) # CHANGED