STATISTICS Course

Correlation

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The correlation is a value between 1 and -1. Let X and Y be two variables then if their correlation is

  • $-1$: perfect negative correlation
  • around $-1$: negative correlation
  • $0$: no correlation
  • around $1$: positive correlation
  • $1$: perfect positive correlation

A positive correlation means that when X increase, Y increase. (resp. negative). The correlation is perfect when both variables are increasing/decreasing together. Otherwise, if one increase and the other decrease, we have an imperfect correlation.


Correlation in R

You may use

cor(x, y)
# if you have NA's
cor(x, y, use="complete.obs")

You may also use the Pairwise comparison (Comparaison par paires) with the ggpairs function in the GGally library.