R: correlation matrix chart, in color

chart.Correlation.color {PerformanceAnalytics}

R Documentation

correlation matrix chart, in color

Another, simpler, visualization of a Correlation Matrix, probably better for larger sets of data.

chart.Correlation.color(R, nrgcols = 50, labels = TRUE, labcols = 1, title ="", use = "pairwise.complete.obs", ...)

`R`	a vector, matrix, data frame, timeSeries or zoo object of asset returns
`nrgcols`	number or regularly spaced columns
`labels`	TRUE/FALSE use labels or not
`labcols`	labels to use
`title`	title for the plot
`use`	an optional character string giving a method for computing covariances in the presence of missing values. This must be (an abbreviation of) one of the strings '"all.obs"', '"complete.obs"' or '"pairwise.complete.obs"'.
`...`	any other passthru parameters

correlation chart

based on chart by Sandrine Dudoit, sandrine@stat.berkeley.edu, from "SMA" library

Peter Carl