isomorphisms/cov.xts.Rmd

## cov.xts.Rmd
#####TO DO: write a more reasonable S3 `cov.xts` and `cor.xts`

require(quantmod)
getSymbols(c('WOOD','CUT'))       #timber ETF's


> cor(merge.xts(WOOD,CUT, join='inner'))
              WOOD.Open WOOD.High WOOD.Low WOOD.Close WOOD.Volume WOOD.Adjusted
WOOD.Open          1.00      1.00     1.00       1.00         0.1          0.99
WOOD.High          1.00      1.00     1.00       1.00         0.1          0.99
WOOD.Low           1.00      1.00     1.00       1.00         0.1          0.99
WOOD.Close         1.00      1.00     1.00       1.00         0.1          0.99
WOOD.Volume        0.13      0.13     0.12       0.12         1.0          0.12
WOOD.Adjusted      0.99      0.99     0.99       0.99         0.1          1.00
CUT.Open           0.97      0.97     0.97       0.97         0.1          0.98
CUT.High           0.97      0.97     0.97       0.98         0.1          0.98
CUT.Low            0.97      0.97     0.97       0.97         0.1          0.98
CUT.Close          0.97      0.97     0.97       0.97         0.1          0.98
CUT.Volume         0.02      0.02     0.01       0.01         0.2         -0.01
CUT.Adjusted       0.96      0.96     0.96       0.96         0.1          0.98
              CUT.Open CUT.High CUT.Low CUT.Close CUT.Volume CUT.Adjusted
WOOD.Open         0.97     0.97    0.97      0.97      0.015        0.955
WOOD.High         0.97     0.97    0.97      0.97      0.016        0.955
WOOD.Low          0.97     0.97    0.97      0.97      0.010        0.960
WOOD.Close        0.97     0.98    0.97      0.97      0.013        0.960
WOOD.Volume       0.14     0.14    0.13      0.13      0.198        0.127
WOOD.Adjusted     0.98     0.98    0.98      0.98     -0.010        0.980
CUT.Open          1.00     1.00    1.00      1.00      0.026        0.992
CUT.High          1.00     1.00    1.00      1.00      0.026        0.992
CUT.Low           1.00     1.00    1.00      1.00      0.020        0.992
CUT.Close         1.00     1.00    1.00      1.00      0.024        0.994
CUT.Volume        0.03     0.03    0.02      0.02      1.000        0.004
CUT.Adjusted      0.99     0.99    0.99      0.99      0.004        1.000


The current output is comparing too many things. I don't need the correlation of `CUT.Volume` to `WOOD.Open`. I don't even likely need to compare `Op(WOOD)` to `Cl(CUT)`. A nicer default `print` would be less busy. Print only `cov(CUT.Low, WOOD.Low)`, `cov(CUT.Volume, WOOD.Volume)`, etc.
	#####TO DO: write a more reasonable S3 `cov.xts` and `cor.xts`

	require(quantmod)
	getSymbols(c('WOOD','CUT')) #timber ETF's






	> cor(merge.xts(WOOD,CUT, join='inner'))
	WOOD.Open WOOD.High WOOD.Low WOOD.Close WOOD.Volume WOOD.Adjusted
	WOOD.Open 1.00 1.00 1.00 1.00 0.1 0.99
	WOOD.High 1.00 1.00 1.00 1.00 0.1 0.99
	WOOD.Low 1.00 1.00 1.00 1.00 0.1 0.99
	WOOD.Close 1.00 1.00 1.00 1.00 0.1 0.99
	WOOD.Volume 0.13 0.13 0.12 0.12 1.0 0.12
	WOOD.Adjusted 0.99 0.99 0.99 0.99 0.1 1.00
	CUT.Open 0.97 0.97 0.97 0.97 0.1 0.98
	CUT.High 0.97 0.97 0.97 0.98 0.1 0.98
	CUT.Low 0.97 0.97 0.97 0.97 0.1 0.98
	CUT.Close 0.97 0.97 0.97 0.97 0.1 0.98
	CUT.Volume 0.02 0.02 0.01 0.01 0.2 -0.01
	CUT.Adjusted 0.96 0.96 0.96 0.96 0.1 0.98
	CUT.Open CUT.High CUT.Low CUT.Close CUT.Volume CUT.Adjusted
	WOOD.Open 0.97 0.97 0.97 0.97 0.015 0.955
	WOOD.High 0.97 0.97 0.97 0.97 0.016 0.955
	WOOD.Low 0.97 0.97 0.97 0.97 0.010 0.960
	WOOD.Close 0.97 0.98 0.97 0.97 0.013 0.960
	WOOD.Volume 0.14 0.14 0.13 0.13 0.198 0.127
	WOOD.Adjusted 0.98 0.98 0.98 0.98 -0.010 0.980
	CUT.Open 1.00 1.00 1.00 1.00 0.026 0.992
	CUT.High 1.00 1.00 1.00 1.00 0.026 0.992
	CUT.Low 1.00 1.00 1.00 1.00 0.020 0.992
	CUT.Close 1.00 1.00 1.00 1.00 0.024 0.994
	CUT.Volume 0.03 0.03 0.02 0.02 1.000 0.004
	CUT.Adjusted 0.99 0.99 0.99 0.99 0.004 1.000






	The current output is comparing too many things. I don't need the correlation of `CUT.Volume` to `WOOD.Open`. I don't even likely need to compare `Op(WOOD)` to `Cl(CUT)`. A nicer default `print` would be less busy. Print only `cov(CUT.Low, WOOD.Low)`, `cov(CUT.Volume, WOOD.Volume)`, etc.