Re: [R] correlation by subset

From: Chuck Cleland <ccleland_at_optonline.net>
Date: Thu 25 Aug 2005 - 21:44:26 EST

Krishna wrote:

> Hi Mr. Cleland
> 
> it worked excellently well, and i believe the same logic or function
> by() can be used even for running regressions on subsets of huge
> datasets. correct me if iam wrong

   Yes. For example, the FUN argument to by() can be a summary of a linear model:

by(warpbreaks, warpbreaks$tension, function(x) summary(lm(breaks ~ wool, data=x)))

> thank you for the help
> 
> rgds
> 
> snvk
> 
> On 8/24/05, Krishna <snvk4u@gmail.com> wrote:
> 

>>Hi Mr. Cleland
>>
>>Could you please detail the function.
>>
>>Thanks and best regards
>>
>>snvk
>>
>>On 8/24/05, Chuck Cleland <ccleland@optonline.net> wrote:
>>
>>>by(mydata, mydata$GROUPING, function(x) cor(x$x, x$y, use="pair"))
>>>
>>>?by
>>>
>>>Krishna wrote:
>>>
>>>>Hi all
>>>>
>>>>Having searched the available documentation on R, I request for help
>>>>in sorting out the underlying problem.
>>>>
>>>>I have a huge dataset containing 2 variables x and y, which is a daily
>>>>price series.
>>>>
>>>>I would like to observe the quarterly correlations among these two
>>>>variables. Is there anyway where i can calculate cor.coeff by using a
>>>>grouping variable in R.
>>>>
>>>>thanks in advance for the help
>>>>
>>>>rgds
>>>>
>>>>snvk
>>>>
>>>>______________________________________________
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>>>>
>>>
>>>--
>>>Chuck Cleland, Ph.D.
>>>NDRI, Inc.
>>>71 West 23rd Street, 8th floor
>>>New York, NY 10010
>>>tel: (212) 845-4495 (Tu, Th)
>>>tel: (732) 452-1424 (M, W, F)
>>>fax: (917) 438-0894
>>>
>>
>
>
-- 
Chuck Cleland, Ph.D.
NDRI, Inc.
71 West 23rd Street, 8th floor
New York, NY 10010
tel: (212) 845-4495 (Tu, Th)
tel: (732) 452-1424 (M, W, F)
fax: (917) 438-0894

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Received on Thu Aug 25 21:49:50 2005

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