[R] moving correlation coef ?

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


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.

R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Jun 30 00:26:53 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:33:06 EST