[R-SIG-Finance] newbie
Brian G. Peterson
brian at braverock.com
Sun Dec 27 16:36:33 CET 2009
Andre de Boer wrote:
> Hello,
>
> With quantmod (getSymbols(" ")) I imported some quotes from yahoo.
> For instance ING.AS (see below) and AGN.AS.
>
> How can I compute now the correlation coefficient between ING.AS.Close and AGN.AS.Close?
You can access the columns by name:
ING.AS[,"Close"]
AGN.AS[,"Close"]
cor(ING.AS[,"Close"],AGN.AS[,"Close"])
You might also want to look at http://www.quantmod.com/ for a multitude of
examples and documentation, and download one of the many R introductory
tutorials you can find online.
Regards,
- Brian
--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock
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