Re: [R] Correlation Mapping

From: Jim Lemon <jim_at_bitwrit.com.au>
Date: Tue 18 Jul 2006 - 12:54:31 EST


justin rapp wrote:

> On the cover of Zivot and Wang's Modeling Financial Time Series with S
> Plus, there is a correlation plot that seems to indicate the strength
> of correlation with color-coded squares, so that more highly
> correlated stocks appear darker red. If anybody out there is familiar
> with the book or understands what I am talking about, I am curious as
> to whether or not there is a similar function in R and how I can call
> it up.

Hi justin,

I think that color2D.matplot in the plotrix package will do exactly what you want.

Jim



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