[R] moving correlation coef ?

vincent
Wed, 29 Jun 2005 14:23:25 -0000

Hello,

R gives us the correlation functions cor(). (Many thanks ;-))
Does it also exist a "moving correlation" coefficient ?
(like the moving average).
If not, could someone give me some infos or link
on how to practically implement such a function in R.

(I did search for "moving correlation" on the R homepage
but didn't find anything.)

Thank you.
Vincent