Correlation and Covariance Matrices

Usage

cor(x, y=x, use="all.obs")
cov(x, y=x, use="all.obs")

Arguments

x a matrix or data frame.
y a matrix or data frame.
use a character string giving the method for handling missing observations. This must be one of the stringss "all.obs", "complete.obs" or "pairwise.complete.obs" (abbreviations are acceptable).

Value

The correlation matrix or covariance matrix of the columns of x and the columns of y.

If use has the value "all.obs", then the presence of missing observations will cause the computation to fail. If use has the value "complete.obs" then missing values are handled by casewise deletion. Finally, if use has the value "pairwise.complete.obs" then the correlation between each pair of variables is computed using all complete pairs of observations on those variables. This can result in correlation matrices which are not positive semidefinite.


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