correlation by subset
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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