Created
July 18, 2013 12:08
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For Niko: linear transformations affect covariance but not correlation
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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 |
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