File:Correlation examples2.svg

Summary[edit]

 File:Correlation_examples.png

#Title: An example of the correlation of x and y for various distributions of (x,y) pairs
#Tags: Mathematics; Statistics; Correlation
#Author: Denis Boigelot
#Packets needed : mvtnorm (rmvnorm), RSVGTipsDevice (devSVGTips)
#How to use: output()
#
#This is an translated version in R of an Matematica 6 code by Imagecreator.

library(mvtnorm)
library(RSVGTipsDevice)

MyPlot <- function(xy, xlim = c(-4, 4), ylim = c(-4, 4), eps = 1e-15) {
   title = round(cor(xy[,1], xy[,2]), 1)
   if (sd(xy[,2]) < eps) title = "" # corr. coeff. is undefined
   plot(xy, main = title, xlab = "", ylab = "",
        col = "darkblue", pch = 16, cex = 0.2,
        xaxt = "n", yaxt = "n", bty = "n",
        xlim = xlim, ylim = ylim)
}

MvNormal <- function(n = 1000, cor = 0.8) {
   for (i in cor) {
      sd = matrix(c(1, i, i, 1), ncol = 2)
      x = rmvnorm(n, c(0, 0), sd)
      MyPlot(x)
   }
}

rotation <- function(t, X) return(X %*% matrix(c(cos(t), sin(t), -sin(t), cos(t)), ncol = 2))

RotNormal <- function(n = 1000, t = pi/2) {
   sd = matrix(c(1, 1, 1, 1), ncol = 2)
   x = rmvnorm(n, c(0, 0), sd)
   for (i in t)
      MyPlot(rotation(i, x))
}

Others <- function(n = 1000) {
   x = runif(n, -1, 1)
   y = 4 * (x^2 - 1/2)^2 + runif(n, -1, 1)/3
   MyPlot(cbind(x,y), xlim = c(-1, 1), ylim = c(-1/3, 1+1/3))

   y = runif(n, -1, 1)
   xy = rotation(-pi/8, cbind(x,y))
   lim = sqrt(2+sqrt(2)) / sqrt(2)
   MyPlot(xy, xlim = c(-lim, lim), ylim = c(-lim, lim))

   xy = rotation(-pi/8, xy)
   MyPlot(xy, xlim = c(-sqrt(2), sqrt(2)), ylim = c(-sqrt(2), sqrt(2)))
   
   y = 2*x^2 + runif(n, -1, 1)
   MyPlot(cbind(x,y), xlim = c(-1, 1), ylim = c(-1, 3))

   y = (x^2 + runif(n, 0, 1/2)) * sample(seq(-1, 1, 2), n, replace = TRUE)
   MyPlot(cbind(x,y), xlim = c(-1.5, 1.5), ylim = c(-1.5, 1.5))

   y = cos(x*pi) + rnorm(n, 0, 1/8)
   x = sin(x*pi) + rnorm(n, 0, 1/8)
   MyPlot(cbind(x,y), xlim = c(-1.5, 1.5), ylim = c(-1.5, 1.5))

   xy1 = rmvnorm(n/4, c( 3,  3))
   xy2 = rmvnorm(n/4, c(-3,  3))
   xy3 = rmvnorm(n/4, c(-3, -3))
   xy4 = rmvnorm(n/4, c( 3, -3))
   MyPlot(rbind(xy1, xy2, xy3, xy4), xlim = c(-3-4, 3+4), ylim = c(-3-4, 3+4))
}

output <- function() {
   devSVGTips(width = 7, height = 3.2) # remove first and last line for no svg exporting
   par(mfrow = c(3, 7), oma = c(0,0,0,0), mar=c(2,2,2,0))
   MvNormal(800, c(1.0, 0.8, 0.4, 0.0, -0.4, -0.8, -1.0));
   RotNormal(200, c(0, pi/12, pi/6, pi/4, pi/2-pi/6, pi/2-pi/12, pi/2));
   Others(800)
   dev.off() # remove first and last line for no svg exporting
}

Licensing[edit]

I, the copyright holder of this work, hereby publish it under the following license:   This file is made available under the Creative Commons CC0 1.0 Universal Public Domain Dedication. The person who associated a work with this deed has dedicated the work to the public domain by waiving all of his or her rights to the work worldwide under copyright law, including all related and neighboring rights, to the extent allowed by law. You can copy, modify, distribute and perform the work, even for commercial purposes, all without asking permission. http://creativecommons.org/publicdomain/zero/1.0/deed.enCC0Creative Commons Zero, Public Domain Dedicationfalsefalse