[R] Correlation, by date, of two variables?

Marc Schwartz (via MN) mschwartz at mn.rr.com
Wed Oct 12 22:22:30 CEST 2005


On Wed, 2005-10-12 at 12:01 -0700, t c wrote:
> I have a dataset with three variables: date, var1, var2

> How can I calculate the correlation, by date, between var1 and var2?
> 
> e.g.
> 
> 
> date    var1    var2
> 1/1/2001    5    4
> 1/1/2001    8    5
> 1/1/2001    9    7
> 
>  
> 
> 2/1/2001    7    2
> 2/1/2001    2    1
> 2/1/2001    4    6
> 
>  
> 
> 3/1/2001    3    5
> 3/1/2001    4    3
> 3/1/2001    6    9
> 3/1/2001    7    -1
> 
>  
> 
> the results I want:
> 1/1/2001 0.891042111
> 2/1/2001 0.075093926
> 3/1/2001 -0.263117406

t c,

Given your series of posts here, I would highly recommend that before
you consider spending money on a tutor or other similar resource, you
take the time to read the freely available documentation that both R
Core and useRs have kindly provided to the Community. The R Core manuals
are all available with your downloaded installation of R and/or from the
main R web site under Documentation as are the Contributed documents.
You will find that your time will be well invested in that effort.

If you read the Posting Guide for the e-mail lists, a link to which is
provided at the bottom of every e-mail that comes through, you will find
an excellent guide to the resources that are available to assist you in
using R.

Trying to learn R (as with any technical endeavor) without reading at
least a basic set of the growing list of documents, books and
publications on R is going to be problematic.

A hint for you here:

See ?by, ?tapply, ?split and ?lapply for guidance on how to generate
summary statistics on subsets of data.

HTH,

Marc Schwartz




More information about the R-help mailing list