PerformanceAnalytics (version 2.0.4)

chart.Correlation: correlation matrix chart

Description

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

Usage

chart.Correlation(
  R,
  histogram = TRUE,
  method = c("pearson", "kendall", "spearman"),
  ...
)

Arguments

R

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

histogram

TRUE/FALSE whether or not to display a histogram

method

a character string indicating which correlation coefficient (or covariance) is to be computed. One of "pearson" (default), "kendall", or "spearman", can be abbreviated.

…

any other passthru parameters into pairs

See Also

table.Correlation

Examples

# NOT RUN {
data(managers)
chart.Correlation(managers[,1:8], histogram=TRUE, pch="+")

# }