CorrelationTest: Correlation Tests
In ivanliu1989/RQuantTrader: A collection of functions for pair trading
Description
Usage
Arguments
Value
Examples
View source: R/CorrelationTest.R
Description
Tests if two series are correlated.
Usage
1
CorrelationTest(x, y, method = "pearson")
Arguments
x,
y numeric vectors of data values.
method
a character string naming which test should be applied. ("pearson","kendall","spearman")
Value
A list of test results and diagram
Examples
1
2
3
4
getFX("AUD/USD")
getFX("CAD/USD")
cor = CorrelationTest(AUDUSD, CADUSD)
cor
ivanliu1989/RQuantTrader documentation built on Sept. 13, 2019, 11:54 a.m.
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Description Usage Arguments Value Examples
View source: R/CorrelationTest.R
Description
Tests if two series are correlated.
Usage
1 | CorrelationTest(x, y, method = "pearson")
|
Arguments
x, |
y numeric vectors of data values. |
method |
a character string naming which test should be applied. ("pearson","kendall","spearman") |
Value
A list of test results and diagram
Examples
1 2 3 4 | getFX("AUD/USD")
getFX("CAD/USD")
cor = CorrelationTest(AUDUSD, CADUSD)
cor
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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