justin rapp a écrit : > 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. > Thank you. > jdr
Have a look at : http://7d4.com/r/ ______________________________________________ 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
