correlacionar dos conjuntos de datos de diferentes escalas
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How do we correlate two data sets/curves which have different scales, i.e. one curve has its y axis range from (0,70000) and another curve has y axis range from (0, 150000). If they are on same scale, then cor() function can be used. I wanted to check if one curve is dependent on other/ are both curves related. Any ideas?
3 Respuestas
3
Si echas un vistazo al definition of Pearson's product moment of correlation (Que es que cor
calculates by default), you will see it is a linear operator. That is, if a and b are constants, then cor(aX + b, Y) = cor(X, Y). So, differences in range between X and Y are not important. Keep in mind though that this correlation only measures linear dependence: they may be "related" but have a low correlation. This can happen if the relationship is non-linear, for example:
set.seed(100)
x <- rnorm(100)
y <- x^2
cor(x,y)
# 0.1224623
Respondido 24 ago 12, 22:08
2
If you're looking for correlation between two sets of data, the amount of correlation is not dependent on differences in the range of the data sets.
For example, we can make a random set of y
values and then scale them up. The correlation is still 1:
> y <- rnorm(100)
> y2 <- y*2 + 20
> cor(y, y2)
[1] 1
To further show that the amount of correlation is independent of linear changes in scale, look at the case with uncorrelated data:
> y3 = rnorm(100)
> cor(y, y3)
[1] -0.05293818
> y4 <- y3*2 + 20
> cor(y, y4)
[1] -0.05293818
So, to answer your question. I think the function cor
should still work fine for you.
Respondido 24 ago 12, 21:08
0
The correlation shouldn't depend on the absolute ranges of the data, I wouldn't think. Just multiply one data set by a constant so that it has the same range as the other?
Respondido 24 ago 12, 21:08
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Can this be used to measure similarity between two curves ? Suppose there are two 1-d datasets with very different ranges but similar shape. Can the above correlation be an appropriate measure of similarity between them ? - Kanmani