CorrelationTest: Correlation Tests

Description Usage Arguments Value Examples

View source: R/CorrelationTest.R

Description

Tests if two series are correlated.

Usage

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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

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getFX("AUD/USD")
getFX("CAD/USD")
cor = CorrelationTest(AUDUSD, CADUSD)
cor

ivanliu1989/RQuantTrader documentation built on Sept. 13, 2019, 11:54 a.m.