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denomin
2011 Aug 23
4
Correlation discrepancy
Dear R list, I have one very elementary question regrading correlation between two variables.
x = c(44,46,46,47,45,43,45,44)
y = c(44,43,41,41,46,48,44,43)
> cov(x, y)
[1] -2.428571
However, if I try to calculate the covariance using the formula as
covariance = sum((x-mean(x))*(y-mean(y)))/8 # no of of paired obs. = 8
or
covariance = sum(x*y)/8-(mean(x)*mean(y))
gives