[R] Correlating zero-truncated data

[Petr Savicky]

On Wed, Mar 07, 2012 at 09:42:15AM +0000, Muhammad Rahiz wrote:
> Dear all,
> 
> Does anyone know of a function in R which allows for correlation of 
> zero-truncated timeseries such as x and y as illustrated below?
> 
> x <- rnorm(100)
> x[which(x<0)] <- 0
> 
> y <- abs(rnorm(100))

Hi.

If you want sample estimates, see ?cor or ?cov.

Petr Savicky.