[R] correlation by subset

Krishna snvk4u at gmail.com
Wed Aug 24 13:17:01 CEST 2005


Hi all

Having searched the available documentation on R, I request for help
in sorting out the underlying problem.

I have a huge dataset containing 2 variables x and y, which is a daily
price series.

I would like to observe the quarterly correlations among these two
variables. Is there anyway where i can calculate cor.coeff by using a
grouping variable in R.

thanks in advance for the help

rgds

snvk




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