[R] Correlation Mapping

[Jim Lemon]

justin rapp wrote:

 > On the cover of Zivot and Wang's Modeling Financial Time Series with S
 > Plus, there is a correlation plot that seems to indicate the strength
 > of correlation with color-coded squares, so that more highly
 > correlated stocks appear darker red.  If anybody out there is familiar
 > with the book or understands what I am talking about, I am curious as
 > to whether or not there is a similar function in R and how I can call
 > it up.

Hi justin,

I think that color2D.matplot in the plotrix package will do exactly what 
you want.

Jim