[R] moving correlation coef ?

From: vincent <vincent_at_7d4.com>
Date: Thu 30 Jun 2005 - 00:23:25 EST


Hello,

R gives us the correlation functions cor(). (Many thanks ;-)) Does it also exist a "moving correlation" coefficient ?
(like the moving average).

If not, could someone give me some infos or link on how to practically implement such a function in R.

(I did search for "moving correlation" on the R homepage
but didn't find anything.)

Thank you.
Vincent



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