Set or retrieve correlations or covariances between errors objects.
See the details section below.
Usage
correl(x, y)
correl(x, y) <- value
set_correl(x, y, value)
covar(x, y)
covar(x, y) <- value
set_covar(x, y, value)Value
correl and covar return a vector of correlations and
covariances respectively (or NULL).
set_correl and set_covar, which are pipe-friendly versions of
the setters, return the x object.
Details
The uncertainties associated to errors objects are supposed
to be independent by default. If there is some known correlation, it can be
defined using these methods, and it will be used for the propagation of the
uncertainty by the mathematical and arithmetic operations.
The correl method sets or retrieves correlations, i.e., a value (or
vector of values) between -1 and 1 (see base cor
on how to compute correlations). A covariance is just a correlation value
multiplied by the standard deviations (i.e., the standard uncertainty) of
both variables. It can be defined using the covar method (see base
cov on how to compute covariances). These methods are
equivalent; in fact, correl calls covar internally.
Every errors object has a unique ID, and pairwise correlations are
stored in an internal hash table. All the functions or methods that modify
somehow the dimensions of errors objects (i.e., subsets, binds,
concatenations, summaries...) generate new objects with new IDs, and
correlations are not, and cannot be, propagated. Only mathematical and
arithmetic operations propagate correlations, where appropriate, following
the Taylor series method.
Examples
x <- set_errors(1:5, 0.1)
y <- set_errors(1:5, 0.1)
# Self-correlation is of course 1, and cannot be changed
correl(x, x)
#> [1] 1 1 1 1 1
if (FALSE) { # \dontrun{
correl(x, x) <- 0.5} # }
# Cross-correlation can be set, but must be a value between -1 and 1
correl(x, y)
#> NULL
if (FALSE) { # \dontrun{
correl(x, y) <- 1.5} # }
correl(x, y) <- runif(length(x))
correl(x, y)
#> [1] 0.080750138 0.834333037 0.600760886 0.157208442 0.007399441
covar(x, y)
#> [1] 8.075014e-04 8.343330e-03 6.007609e-03 1.572084e-03 7.399441e-05