correlation matrix
On Fri, Oct 20, 2023 at 12:20?PM Eric Zivot <ezivot at 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))
-----Original Message----- From: R-SIG-Finance <r-sig-finance-bounces at r-project.org> On Behalf Of arnaud gaboury Sent: Friday, October 20, 2023 10:10 AM To: r-sig-finance at 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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