[R] correlation by subset
ccleland at optonline.net
Wed Aug 24 14:05:40 CEST 2005
by(mydata, mydata$GROUPING, function(x) cor(x$x, x$y, use="pair"))
> 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
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Chuck Cleland, Ph.D.
71 West 23rd Street, 8th floor
New York, NY 10010
tel: (212) 845-4495 (Tu, Th)
tel: (732) 452-1424 (M, W, F)
fax: (917) 438-0894
More information about the R-help