Re: Query: generalising tapply to calculate cross sectional correlati

[james.holtman@convergys.com]

I tend to do tapply/lapply on the indices in these cases:
tapply(seq(nrow(jj.df)), jj.df$Date, function(x) cor(jj.df$RANK1[x],
y=jj.df$RANK2[x]))
__________________________________________________________
James Holtman        "What is the problem you are trying to solve?"
Executive Technical Consultant  --  Office of Technology, Convergys
james.holtman@convergys.com
+1 (513) 723-2929


                                                                                
                                                               
                      Glenn.Treacy@ILIM.COM                                     
                                                               
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                      t.wustl.edu                      Subject:  [S] Query: 
generalising tapply to calculate cross sectional correlati ons     
                                                                                
                                                               
                                                                                
                                                               
                      11/25/2004 12:51                                          
                                                               
                                                                                
                                                               
                                                                                
                                                               




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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