On the cover of Zivot and Wang's Modeling Financial Time Series with S Plus, there is a correlation plot that seems to indicate the strength of correlation with color-coded squares, so that more highly correlated stocks appear darker red. If anybody out there is familiar with the book or understands what I am talking about, I am curious as to whether or not there is a similar function in R and how I can call it up. Thank you. jdr
I have not seen that book cover but I assume the question is how to plot the cells of a correlation matrix in different colors. Try heatmap or the gplot package function heatmap.2 . For example, we create a correlation matrix, K, from the first 4 columns of the iris data set and create a heatmap using the bluered color scheme: # heatmap.2 library(gplots) K <- cor(iris[,1:4]) heatmap.2(K, col = bluered(16), cexRow = .7, cexCol = .7, symm = TRUE, dend = "row", trace = "none", main = "Iris Data") balloonplot, also in the gplots package, and image in graphics (i.e. core R) might be other functions to look at. On 7/16/06, justin rapp <jdrapp at gmail.com> wrote:> On the cover of Zivot and Wang's Modeling Financial Time Series with S > Plus, there is a correlation plot that seems to indicate the strength > of correlation with color-coded squares, so that more highly > correlated stocks appear darker red. If anybody out there is familiar > with the book or understands what I am talking about, I am curious as > to whether or not there is a similar function in R and how I can call > it up. > Thank you. > > jdr > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html >
justin rapp a ?crit :> On the cover of Zivot and Wang's Modeling Financial Time Series with S > Plus, there is a correlation plot that seems to indicate the strength > of correlation with color-coded squares, so that more highly > correlated stocks appear darker red. If anybody out there is familiar > with the book or understands what I am talking about, I am curious as > to whether or not there is a similar function in R and how I can call > it up. > Thank you. > jdrHave a look at : http://7d4.com/r/
justin rapp wrote: > On the cover of Zivot and Wang's Modeling Financial Time Series with S > Plus, there is a correlation plot that seems to indicate the strength > of correlation with color-coded squares, so that more highly > correlated stocks appear darker red. If anybody out there is familiar > with the book or understands what I am talking about, I am curious as > to whether or not there is a similar function in R and how I can call > it up. Hi justin, I think that color2D.matplot in the plotrix package will do exactly what you want. Jim