chart.Correlation

data for the x axis, can take matrix,vector, or timeseries

data for the y axis, can take matrix,vector, or timeseries

TRUE/FALSE whether or not to display a histogram

histogram

Visualization of a Correlation Matrix. On top the (absolute) value of the correlation plus the result of the cor.test as stars. On botttom, the bivariate scatterplots, with a fitted line

multivariate

models

hplot

distribution

Library of econometric functions for performance and risk analysis. This library aims to aid practitioners and researchers in utilizing the latest research in analysis of non-normal return streams.  In general, this library is most tested on return (rather than price) data on a monthly scale, but most functions will work with daily or irregular return data as well.

chart.Correlation: correlation matrix chart

Description

Usage

Arguments

Value

See Also