On Fri, Oct 20, 2023 at 7:16 PM Eric Zivot <ezi...@uw.edu> wrote: > > See the package corrplot - you get very nice visual plots of correlations and > also printouts of all pairwise correlations. You may need to use coredata() > to extract data as a matrix to be passed to the function corrplot().
Thank you so much for your quick answer. It works perfectly as expected > > -----Original Message----- > From: R-SIG-Finance <r-sig-finance-boun...@r-project.org> On Behalf Of arnaud > gaboury > Sent: Friday, October 20, 2023 10:10 AM > To: r-sig-finance@r-project.org > Subject: [R-SIG-Finance] correlation matrix > > I have a xts object with assets daily closing prices. I would like to print > an usual correlation matrix of each asset against others. The > PerformanceAnalytics::table.correlation() function let me with a very ugly > output. > Is there any other function from a package which will print a user friendly > correlation matrix? > > Thank You for help > > _______________________________________________ > R-SIG-Finance@r-project.org mailing list > https://urldefense.com/v3/__https://stat.ethz.ch/mailman/listinfo/r-sig-finance__;!!K-Hz7m0Vt54!jioZM9Nd6oeVy_gNe5CuRD11pqzHc3CDCt46IvWGkZ9xEmit-nl7pwBBf3VJGmxZcMFVq4bc5_F6k93OhMjgBC8$ > -- 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. _______________________________________________ R-SIG-Finance@r-project.org 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.
