as.matrix() will not help here. I will get the same error message.
And also, I don't need correlation matrices. I simply need a vector of
correlations. I will show you some code and data I am using.
Here you can see my main dataframe:
> head(test)
industry date testvar retf1
1 Industrials 2004-12-31 1174382477 -0.02240908
2 Industrials 2005-01-31 1101039133 0.08080221
3 Industrials 2005-02-28 1211723486 0.05646877
4 Industrials 2005-03-31 1253428861 -0.05743186
5 Industrials 2005-04-30 1152846793 -0.02928415
6 Industrials 2005-05-31 1070386589 0.05865941
Now I want to take column "industry" or "date" or both - whatever - as
grouping columns for correlations between testvar and retf1 as follows:
*> numbers <- test[,c("testvar","retf1")]*
> head(numbers)
testvar retf1
1 1174382477 -0.02240908
2 1101039133 0.08080221
3 1211723486 0.05646877
4 1253428861 -0.05743186
5 1152846793 -0.02928415
6 1070386589 0.05865941
*> groups <- test[,"industry"]*
> head(groups)
[1] "Industrials" "Industrials" "Industrials" "Industrials" "Industrials"
[6] "Industrials"
> head(unique(groups))
[1] "Industrials" "Telecommunications" "Financials"
[4] "Utilities" "ConsumerGoods" "OilandGas"
*AND NOW:*
*> aggregate(numbers,by=list(groups),FUN="cor")*
Fehler in FUN(X[[1L]], ...) : supply both 'x' and 'y' or a matrix-like 'x'
So my desired output is a vector of correlations between subsets of x =
"testvar" and y = "retf1". The length of the resulting vector will be
length(unique(groups)).
I think this draws a clearer picture to you. Sorry for not precisely
pointing it out in my first post.
Thanks and Regards!
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