Displaying 1 result from an estimated 1 matches for "corspearman".
2006 Nov 15
1
Correlations not in sync with r2 from regression
...ULATE VARIOUS CORRELATIONS
corpearson<-cor(minutereturnsa,minutereturnsb,method="pearson",use="pair
wise.complete.obs")
print(corpearson)
corkendall<-cor(minutereturnsa,minutereturnsb,method="kendall",use="pair
wise.complete.obs")
print(corkendall)
corspearman<-cor(minutereturnsa,minutereturnsb,method="spearman",use="pa
irwise.complete.obs")
print(corspearman)
# EXLCUDE POSSIBLE Nas
# DO A REGRESSION
# PLOT FITTED VERSUS ACTUAL
options(na.action=na.exclude)
returnreg<-lm(minutereturnsb ~ minutereturnsa)
regsumm<-summary(ret...