[R] Correlating zero-truncated data

[Muhammad Rahiz]

thanks petr.


-- 
Muhammad

On Wed, 7 Mar 2012, Petr Savicky wrote:

> On Wed, Mar 07, 2012 at 09:42:15AM +0000, Muhammad Rahiz wrote:
>> 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))
>
> Hi.
>
> If you want sample estimates, see ?cor or ?cov.
>
> Petr Savicky.
>
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