Have a look at str(df). Those values are being interpreted as factors not numbers. I don't think this is what you want.
--- On Mon, 6/29/09, Serguei Kaniovski <serguei.kaniov...@wifo.ac.at> wrote: > From: Serguei Kaniovski <serguei.kaniov...@wifo.ac.at> > Subject: Re: [R] Compute correlation matrix for panel data with specific > ordering > To: r-help@r-project.org > Received: Monday, June 29, 2009, 7:20 AM > I apologize for not being specific > enough in my previous posting. Assume you have panel data in > the form: > > df <- data.frame( cbind( rep( c( "AUT" , "BEL" , "DEN" , > "GER" ) , 4) , cbind( rep( c( 1999 , 2000 , 2001 , 2002 ) , > 4 ) ), sample( 10 , 16 , replace=T) ) ) > names(df) <- c( "country" , "year" , "x" ) > > 1. I would like to compute the correlation matrix between > countries based on the annual observations of the variable > x. I tried the following: > library( combinat ) > > temp <- split( df$x, df$year ) > apply( combn(4,2) , 2 , function(x) cor( temp[[1]] , > temp[[2]] ) ) > > This gives wrong answer. Why? > > 2. The pairwise correlations computed as above should be in > the order: > > GER with BEL, GER with DEN, GER with AUT, BEL with DEN, BEL > with AUT, DEN with AUT. > > That is, the correctly sorted vector of factors is: > > SORT <- c( "GER" , "BEL" , "DEN" , "AUT" ) not c( "AUT" > , "BEL" , "DEN" , "GER" ) > > May be there is an altogether better way of achieving what > I want? > > Serge > > ______________________________________________ > R-help@r-project.org > mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, > reproducible code. > __________________________________________________________________ Make your browsing faster, safer, and easier with the new Internet Explorer® 8. Optimized f lorer/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
