search for: corspearman

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...