correlation by subset

Hi Mr. Cleland

it worked excellently well, and i believe the same logic or function
by() can be used even for running regressions on subsets of huge
datasets. correct me if iam wrong
Yes.  For example, the FUN argument to by() can be a summary of a 
linear model:

by(warpbreaks, warpbreaks$tension, function(x) summary(lm(breaks ~ wool, 
data=x)))
thank you for the help

rgds

snvk

On 8/24/05, Krishna <snvk4u at gmail.com> wrote:

Hi Mr. Cleland

Could you please detail the function.

Thanks and best regards

snvk

On 8/24/05, Chuck Cleland <ccleland at optonline.net> wrote:

by(mydata, mydata$GROUPING, function(x) cor(x$x, x$y, use="pair"))

?by

Krishna wrote:

Hi all

Having searched the available documentation on R, I request for help
in sorting out the underlying problem.

I have a huge dataset containing 2 variables x and y, which is a daily
price series.

I would like to observe the quarterly correlations among these two
variables. Is there anyway where i can calculate cor.coeff by using a
grouping variable in R.

thanks in advance for the help

rgds

snvk

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Chuck Cleland, Ph.D.
NDRI, Inc.
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Chuck Cleland, Ph.D.
NDRI, Inc.
71 West 23rd Street, 8th floor
New York, NY 10010
tel: (212) 845-4495 (Tu, Th)
tel: (732) 452-1424 (M, W, F)
fax: (917) 438-0894

correlation by subset

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