[R] Correlating zero-truncated data
muhammad.rahiz at ouce.ox.ac.uk
Wed Mar 7 16:41:12 CET 2012
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))
> If you want sample estimates, see ?cor or ?cov.
> Petr Savicky.
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> and provide commented, minimal, self-contained, reproducible code.
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