pearson_correlation: Correlation and covariance calculation for sparse matrix

In thisutils: Collection of Utility Functions for Data Analysis and Computing

Correlation and covariance calculation for sparse matrix

Description

Correlation and covariance calculation for sparse matrix

Usage

pearson_correlation(x, y = NULL)

Arguments

x	Sparse matrix or character vector.
y	Sparse matrix or character vector.

Value

A list with covariance and correlation matrices.

Examples

m1 <- simulate_sparse_matrix(
  100, 100
)
m2 <- simulate_sparse_matrix(
  100, 100,
  sparsity = 0.05
)
a <- pearson_correlation(m1, m2)
a$cov[1:5, 1:5]
a$cor[1:5, 1:5]

thisutils documentation built on July 3, 2025, 9:09 a.m.