rollingCorMatrix: Calculates the roolingCorrelation matrix and returns the...
In joh4n/JGTools: Utility tools for Johan by Johan
Description
Usage
Arguments
Value
Author(s)
View source: R/rollingCorrMatrix.R
Description
alculates the roolingCorrelation matrix and returns the uniqe correlations ranked
Usage
1
2
rollingCorMatrix(df, removeConstantColumns = T, tolerance = 0.6,
window = 100)
Arguments
df
data frame
removeConstantColumns
removes columns in df which are constant
tolerance
the lowest accepted correlation
window
the window of which the correlation should be calculated
Value
a data frame
Author(s)
Johan Gudmundsson, jgu@blackwoodseven.com
joh4n/JGTools documentation built on May 24, 2019, 4:06 a.m.
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Description Usage Arguments Value Author(s)
View source: R/rollingCorrMatrix.R
Description
alculates the roolingCorrelation matrix and returns the uniqe correlations ranked
Usage
1 2 | rollingCorMatrix(df, removeConstantColumns = T, tolerance = 0.6,
window = 100)
|
Arguments
df |
data frame |
removeConstantColumns |
removes columns in df which are constant |
tolerance |
the lowest accepted correlation |
window |
the window of which the correlation should be calculated |
Value
a data frame
Author(s)
Johan Gudmundsson, jgu@blackwoodseven.com
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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