PerformanceAnalytics (version 2.0.8)

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"),
  pch = 1,
  ...
)

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.

pch

See par

...

any other passthru parameters into pairs

Author

Peter Carl

See Also

table.Correlation par

Examples

data(managers)
chart.Correlation(managers[,1:8], histogram=TRUE, pch="+")