Assuming you want "ordinary" correlations - Pearson or Spearman - and not some financial thing I've never heard of, searching the help for correlation would have gotten you to cor(), and probably also to other more elaborate constructions.
If your problem is more complex than that, we need a better description of the difficulty, along with example code for as far as you can get yourself. Sarah On Wed, Feb 11, 2009 at 5:44 AM, Maithili Shiva <maithili_sh...@yahoo.com> wrote: > Dear R helpers, > > I have generated a portfolio of Equity, Dollar Rate and say zero coupon bond. > I have calculated the daily returns based on the prices available for last > two years. > > Now, I have three seperate csv files (Equity.csv, Dollar.csv and Bond.csv) > containing the respective returns. I need to calculate the correlation matrix > between the retuns of these assets. Please guide me how this can be done in R. > > I have attached the three csv files. > > Thanking in advance > > With regards > > Maithili > > > > -- Sarah Goslee http://www.functionaldiversity.org ______________________________________________ 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.
