[R-SIG-Finance] correlation matrix

[Joshua Ulrich]

On Fri, Oct 20, 2023 at 1:32 PM arnaud gaboury <arnaud.gaboury using gmail.com> wrote:
>
> On Fri, Oct 20, 2023 at 7:27 PM Joshua Ulrich <josh.m.ulrich using gmail.com> wrote:
> >
> > On Fri, Oct 20, 2023 at 12:20 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().
> > >
> > Very cool package! No need to use coredata(). This works:
> >
> > data(edhec, package = "PerformanceAnalytics")
> > corrplot::corrplot(cor(edhec))
>
> Well, that's it not so bad, but I honestly prefer the  solution from
> package corrplot
>
That *is* a solution using the corrplot() function from the corrplot
package. I only used the edhec data from PerformanceAnalytics, and
only for convenience because I knew you had that package installed.

>
> >
> > > -----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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> >
> > --
> > Joshua Ulrich  |  about.me/joshuaulrich
> > FOSS Trading  |  www.fosstrading.com



-- 
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com