Re: [R] Correlation, by date, of two variables?

From: Marc Schwartz (via MN) <mschwartz_at_mn.rr.com>
Date: Thu 13 Oct 2005 - 06:22:30 EST

On Wed, 2005-10-12 at 12:01 -0700, t c wrote:
> I have a dataset with three variables: date, var1, var2

> How can I calculate the correlation, by date, between var1 and var2?
>
> e.g.
>
>
> date var1 var2
> 1/1/2001 5 4
> 1/1/2001 8 5
> 1/1/2001 9 7
>
>
>
> 2/1/2001 7 2
> 2/1/2001 2 1
> 2/1/2001 4 6
>
>
>
> 3/1/2001 3 5
> 3/1/2001 4 3
> 3/1/2001 6 9
> 3/1/2001 7 -1
>
>
>
> the results I want:
> 1/1/2001 0.891042111
> 2/1/2001 0.075093926
> 3/1/2001 -0.263117406

t c,

Given your series of posts here, I would highly recommend that before you consider spending money on a tutor or other similar resource, you take the time to read the freely available documentation that both R Core and useRs have kindly provided to the Community. The R Core manuals are all available with your downloaded installation of R and/or from the main R web site under Documentation as are the Contributed documents. You will find that your time will be well invested in that effort.

If you read the Posting Guide for the e-mail lists, a link to which is provided at the bottom of every e-mail that comes through, you will find an excellent guide to the resources that are available to assist you in using R.

Trying to learn R (as with any technical endeavor) without reading at least a basic set of the growing list of documents, books and publications on R is going to be problematic.

A hint for you here:

See ?by, ?tapply, ?split and ?lapply for guidance on how to generate summary statistics on subsets of data.

HTH, Marc Schwartz



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 Oct 13 06:26:44 2005

This archive was generated by hypermail 2.1.8 : Sun 23 Oct 2005 - 18:49:05 EST