Re: [R] Correlation Loops in time series

Thanks David, that went perfectly fine. Best Tom -- View this message in context: http://r.789695.n4.nabble.com/Correlation-Loops-in-time-series-tp4672732p4672879.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org m

Re: [R] Correlation Loops in time series

lp-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of TMiller Sent: Wednesday, July 31, 2013 8:16 AM To: r-help@r-project.org Subject: [R] Correlation Loops in time series Hello, I've got the following problem. I have to matrices each containing 200 time series

[R] Correlation Loops in time series

Hello, I've got the following problem. I have to matrices each containing 200 time series. Now I want to calculate the correlation of the first time series of each of the matrices. I use the following command: cor(mts1[,1],mts2[,1], use="complete.obs", method=c("pearson")) cor(mts1[,2],mts2[,2], us

Re: [R] Correlation Loops in time series

Hi, May be this helps: set.seed(25) mt1<- matrix(sample(c(NA,1:40),20*200,replace=TRUE),ncol=200) set.seed(487) mt2<- matrix(sample(c(NA,1:80),20*200,replace=TRUE),ncol=200) res<- sapply(seq_len(ncol(mt1)),function(i) cor(mt1[,i],mt2[,i],use="complete.obs",method="pearson")) A.K. Hello,