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Re: CoefficientR



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In-Reply-To: <p04320401b917e01e01ae@[192.168.1.114]>
Now I find it!!

Sorry, Bob, the search function in my emailer didn't pick this up first 
time round (it can be temperamental) - or maybe I didn't type it 
correctly...

Anyway, now sorted, thanks to all.

Cheers,
Ian

> At 4:14 PM +0100 5/24/02, Ian Waugh wrote:
> 
> >Can one of you clever programming types give me a function I can use 
> in
> >2000, please?
> 
> I posted the following to the list on 4/24/02.
> 
> Bob Fulks
> 
> -
> 
> I modified the Omega CoeffR code (actually the CoeffR_a code) to
> accept two price series (as your code seems to require) and called
> the revised version "CoeffR.S".
> 
> I then wrote an indicator to compare the result with the rpbPearson
> code provide several years ago by Bob Brickey (of TradeLab fame). The
> results were almost identical. The Brickey code is much more
> numerically stable so should be more accurate. (The Omega code
> subtracts nearly equal very large numbers so is much more susceptible
> to errors.)
> 
> The indicator and the two functions are attached as an ELA file.
> 
> Bob Fulks
>