[R-SIG-Finance] Cross correlation problems

[Rob Schmidt]

Hi wlblount,

The snippet I found was just barely functional.  You could "fix" the frame
buffer on the five sized version by changing the initDate to 2011.  It is
sensitive to the length of the data.  But the right way is by using the xts
object.   And you get lots of nice hidden features that way.  For example,
put 2003 for the year in the xts version.  You will find that some
correlations are missing but the calculation still doesn't give any errors.

Best regards,

Rob



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