[R] weighted correlations and NAs

[tobias.verbeke@bivv.be]

Dear list,

Is there a way to obtain a matrix of weighted
correlations in the presence of missing values ?
cor() can deal with NAs but cov.wt() apparently
can't. Is there any package that offers such a
function, e.g. one that uses all complete pairs
of observations ?

Thanks in advance,

Tobias