table.Correlation    package:PerformanceAnalytics    R Documentation

_c_a_l_c_u_l_a_t_e _c_o_r_r_e_l_a_l_a_t_i_o_n_s _o_f _m_u_l_t_i_c_o_l_u_m_n _d_a_t_a

_D_e_s_c_r_i_p_t_i_o_n:

     This is a wrapper for calculating correlation and significance
     against each column of the data provided.

_U_s_a_g_e:

     table.Correlation(Ra, Rb, ...)

_A_r_g_u_m_e_n_t_s:

      Ra: a vector of returns to test, e.g., the asset to be examined 

      Rb: a matrix, data.frame, or timeSeries of benchmark(s) to test
          the asset against. 

     ...: any other passthru parameters to 'cor.test' 

_V_a_l_u_e:

     A dataframe with correlation and significance against each column
     of the data provided as 'Rb'.

_A_u_t_h_o_r(_s):

     Peter Carl

_S_e_e _A_l_s_o:

     'cor.test'

_E_x_a_m_p_l_e_s:

     # First we load the data
     data(managers)
     table.Correlation(managers[,1:6],managers[,7:8])
     ctable = table.Correlation(managers[,1:6],managers[,8,drop=FALSE], conf.level=.99)
     dotchart(ctable[,1],labels=rownames(ctable),xlim=c(-1,1))