chart.Correlation: correlation matrix chart

In braverock/PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis

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

Note

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

Author(s)

Peter Carl

See Also

table.Correlation par

Examples

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

braverock/PerformanceAnalytics documentation built on Feb. 16, 2024, 5:37 a.m.