PerformanceAnalytics: chart.Correlation – R documentation

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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`

Note

based on plot at originally found at addictedtor.free.fr/graphiques/sources/source_137.R

Author(s)

Peter Carl

Examples

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

PerformanceAnalytics

Econometric Tools for Performance and Risk Analysis

v2.0.4

GPL-2 | GPL-3

Authors

Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Kris Boudt [ctb, cph], Ross Bennett [ctb], Joshua Ulrich [ctb], Eric Zivot [ctb], Dries Cornilly [ctb], Eric Hung [ctb], Matthieu Lestel [ctb], Kyle Balkissoon [ctb], Diethelm Wuertz [ctb], Anthony Alexander Christidis [ctb], R. Douglas Martin [ctb], Zeheng 'Zenith' Zhou [ctb], Justin M. Shea [ctb]

Initial release

2020-02-05