[R] Correlating zero-truncated data

Muhammad Rahiz muhammad.rahiz at ouce.ox.ac.uk
Wed Mar 7 10:42:15 CET 2012

Dear all,

Does anyone know of a function in R which allows for correlation of 
zero-truncated timeseries such as x and y as illustrated below?

x <- rnorm(100)
x[which(x<0)] <- 0

y <- abs(rnorm(100))



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