corrMatrix
Syntax
corrMatrix(X)
Arguments
X is a matrix.
Details
Return a correlation matrix, where the (i, j) entry is the correlation between the columns i and j of X.
Note:
-
For a matrix X without NULL values, the result of
corrMatrix(X)
is equivalent tocross/pcross(corr, X)
, but the performance of function corrMatrix is significantly improved. -
For a matrix with NULL values, the results of
corrMatrix(X)
andcross/pcross(corr, X)
are different, because the NULL values are converted to 0 by default in functioncorrMatrix
, but ignored in functioncorr
.
Examples
m = rand(10.0, 30)$10:3
corrMatrix(m)
#0 | #1 | #2 |
---|---|---|
1 | 0.167257129736134 | 0.224955585716037 |
0.167257129736134 | 1 | -0.12066768907057 |
0.224955585716037 | -0.12066768907057 | 1 |
a = rand(1.0, 30000000).reshape(10000:3000)
a.rename!("s" + string(1..3000))
timer corrMatrix(a)
Time elapsed: 2986.932 ms
timer pcross(corr, a)
Time elapsed: 45629.6 ms
Related function: covarMatrix