[R] correlation by subset

[Chuck Cleland]

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.
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