[R] Correlation Mapping

[vincent at 7d4.com]

justin rapp a écrit :

> On the cover of Zivot and Wang's Modeling Financial Time Series with S
> Plus, there is a correlation plot that seems to indicate the strength
> of correlation with color-coded squares, so that more highly
> correlated stocks appear darker red.  If anybody out there is familiar
> with the book or understands what I am talking about, I am curious as
> to whether or not there is a similar function in R and how I can call
> it up.
> Thank you.
> jdr

Have a look at : http://7d4.com/r/