cov: Covariance and Correlation

In RBigData/kazaam: Tools for Tall Distributed Matrices

Description

Covariance and (pearson) correlation.

Usage

## S4 method for signature 'shaq'
cov(x, y = NULL, use = "everything", method = "pearson")

## S4 method for signature 'shaq'
cor(x, y = NULL, use = "everything", method = "pearson")

Arguments

x	A shaq.
y	At this time, this must be NULL.
use	NA handling rules, as with R's cov/cor functions. At this time, only "everything" is supported.
method	The cov/cor method. Currently only "pearson" is available.

Value

A regular matrix.

Communication

The operation is completely local except for forming the crossproduct, which is an allreduce() call, quadratic on the number of columns.

Examples

## Not run: 
library(kazaam)
x = ranshaq(runif, 10, 3)

cov(x)
cor(x)

finalize()

## End(Not run)

RBigData/kazaam documentation built on Nov. 9, 2021, 9:09 a.m.