chart.Correlation {PerformanceAnalytics}R Documentation

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 botttom, the bivariate scatterplots, with a fitted line

Usage

chart.Correlation(R, histogram = TRUE, ...)

Arguments

R data for the x axis, can take matrix,vector, or timeseries
histogram TRUE/FALSE whether or not to display a histogram
... any other passthru parameters into pairs

Note

based on plot at http://addictedtor.free.fr/graphiques/sources/source_137.R

Author(s)

Peter Carl

See Also

table.Correlation

Examples

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

[Package PerformanceAnalytics version 1.0.0 Index]