On Wed, Mar 07, 2012 at 09:42:15AM +0000, Muhammad Rahiz wrote: > Dear all, > > Does anyone know of a function in R which allows for correlation of > zero-truncated timeseries such as x and y as illustrated below? > > x <- rnorm(100) > x[which(x<0)] <- 0 > > y <- abs(rnorm(100))
Hi. If you want sample estimates, see ?cor or ?cov. Petr Savicky. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
