[R-SIG-Finance] correlation matrix

[arnaud gaboury]

On Fri, Oct 20, 2023 at 7:16 PM Eric Zivot <ezivot using uw.edu> wrote:
>
> 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().

Thank you so much for your quick answer. It works perfectly as expected
>
> -----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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