[R-SIG-Finance] correlation matrix

[Eric Zivot]

See the package corrplot - you get very nice visual plots of correlations and also printouts of all pairwise correlations. You may need to use coredata() to extract data as a matrix to be passed to the function corrplot().

-----Original Message-----
From: R-SIG-Finance <r-sig-finance-bounces using r-project.org> On Behalf Of arnaud gaboury
Sent: Friday, October 20, 2023 10:10 AM
To: r-sig-finance using r-project.org
Subject: [R-SIG-Finance] correlation matrix

I have a xts object with assets daily closing prices. I would like to print an usual correlation matrix of each asset against others. The
PerformanceAnalytics::table.correlation() function let me with a very ugly output.
Is there any other function from a package which will print a user friendly correlation matrix?

Thank You for help

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