On Fri, Oct 20, 2023 at 1:32 PM arnaud gaboury <arnaud.gabo...@gmail.com> wrote: > > On Fri, Oct 20, 2023 at 7:27 PM Joshua Ulrich <josh.m.ulr...@gmail.com> wrote: > > > > On Fri, Oct 20, 2023 at 12:20 PM Eric Zivot <ezi...@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-boun...@r-project.org> On Behalf Of > > > arnaud gaboury > > > Sent: Friday, October 20, 2023 10:10 AM > > > To: r-sig-finance@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 > > > > > > _______________________________________________ > > > R-SIG-Finance@r-project.org mailing list > > > https://urldefense.com/v3/__https://stat.ethz.ch/mailman/listinfo/r-sig-finance__;!!K-Hz7m0Vt54!jioZM9Nd6oeVy_gNe5CuRD11pqzHc3CDCt46IvWGkZ9xEmit-nl7pwBBf3VJGmxZcMFVq4bc5_F6k93OhMjgBC8$ > > > -- Subscriber-posting only. If you want to post, subscribe first. > > > -- Also note that this is not the r-help list where general R questions > > > should go. > > > > > > _______________________________________________ > > > R-SIG-Finance@r-project.org mailing list > > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > > > -- Subscriber-posting only. If you want to post, subscribe first. > > > -- Also note that this is not the r-help list where general R questions > > > should go. > > > > > > > > -- > > Joshua Ulrich | about.me/joshuaulrich > > FOSS Trading | www.fosstrading.com -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
