Hi,
I would be surprised if there is not a very neat way of doing this in S+ but
I'm stuck.
I have a data frame with a number of observations at each time point and
several attributes for each observation. At each point in time these
attributes are ranked and I want to get the cross correlation at each point
in time. My first effort was
tapply(jj.df$RANK1, list(jj.df$DATE),cor, y=jj.df$RANK2)
This doesn't work because RANK2 has not been segmented by jj.df$DATE where
jj.df$RANK1 has. Any pointers would be greatly appreciated.
Regards,
Glenn Treacy
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