corR Documentation

Correlation, Variance and Covariance (Matrices)

Description

cov and cor compute the covariance or correlation of x and y if these are vectors. If x and y are matrices then the covariances (or correlations) between the columns of x and the columns of y are computed.

Usage

## S4 method for signature 'fm'
var(x, y = NULL, na.rm = FALSE, use)

## S4 method for signature 'fm'
cor(x, y = NULL, use = "everything", method = c("pearson",
  "kendall", "spearman"))

## S4 method for signature 'fm'
cov(x, y = NULL, use = "everything", method = c("pearson",
  "kendall", "spearman"))

Arguments

x

a numeric vector or matrix

y

NULL (default) or a vector or matrix with compatible dimensions to x. The default is equivalent to y=x.

use

an optional character string giving a method for computing covariances in the presence of missing values. This must be (an abbreviation of) one of the strings "everything", "all.obs", "complete.obs", "na.or.complete", or "pairwise.complete.obs".

method

a character string indicating which correlation coefficient (or covariance) is to be computed. One of "pearson" (default), "kendall", or "spearman": can be abbreviated. Right now this argument isn't used.

Examples

mat <- fm.runif.matrix(100, 10)
var(mat)
cor(mat)
cov(mat)