[R] correlation by subset

Krishna snvk4u at gmail.com
Wed Aug 24 15:14:36 CEST 2005


Hi Mr. Cleland

Could you please detail the function.

Thanks and best regards

snvk

On 8/24/05, Chuck Cleland <ccleland at optonline.net> wrote:
> 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.
> NDRI, Inc.
> 71 West 23rd Street, 8th floor
> New York, NY 10010
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>




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