rollingCorMatrix: Calculates the roolingCorrelation matrix and returns the...

Description Usage Arguments Value Author(s)

View source: R/rollingCorrMatrix.R

Description

alculates the roolingCorrelation matrix and returns the uniqe correlations ranked

Usage

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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, [email protected]


johan-gudmundsson/JGTools documentation built on June 20, 2017, 8:12 a.m.