[R] 1-Pearson's R Distance

William Revelle lists at revelle.net
Thu Nov 27 19:13:21 CET 2008

At 5:00 PM +0100 11/27/08, Claudia Beleites wrote:
>Hi Rodrigo,
>afaik, (1 - r_Pearson)/2 is used rather than 1 - r_Pearson. This gives a
>distance measure ranging between 0 and 1 rather than 0 and 2. But after all,
>dies does not change anything substantial.
>see e.g. Theodoridis & Koutroumbas: Pattern Recognition.
>I didn't know of the proxy package, but the calculation it straightforward
>(though a bit wasteful I suspect: first the whole matrix is produced, and
>as.dist cuts it down again to a triangular matrix):
>as.dist (0.5 - cor (t(x) / 2))
>Take care wheter you want to use x or t(x).
>HTH Claudia

 From the law of cosines, d = sqrt(2(1-r)) is a somewhat more 
appropriate transformation of a Pearson correlation to a distance.

Although this is monotonically related to the (1-r)/2, by taking the 
square root  it will lead to somewhat different solutions in 


William Revelle		http://personality-project.org/revelle.html
Professor			http://personality-project.org/personality.html
Department of Psychology             http://www.wcas.northwestern.edu/psych/
Northwestern University	http://www.northwestern.edu/
Attend  ISSID/ARP:2009               http://issid.org/issid.2009/

More information about the R-help mailing list