On Mon, Jan 10, 2011 at 5:37 PM, Zanella Marco <[email protected]> wrote: > Dear Gabor, > thank you for your suggestion. I've already verified the result via > computation of cor() on ranked timeseries with rank(), and as you report the > result is the same of cor() with spearman method on simple timeseries. > > But, aren't there a way to extract the rank directly form cor() function, > that of course computes ranks in order to give the result. I'm tinking in a > way like "cor$ranks". >
You can write your own version of cor. -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
