#' Correlation matrix function
#'
#' Takes a data array and returns the sample correlation matrix
#'
#' @param X
#'
#' @return a matrix (the sample correlation matrix of X)
#' @export
#'
#' @examples
#' X = [1 2 3
#' 4 5 6]; correlation_matrix(X)
#'
correlation_matrix = function(X) {
r = matrix(0, nrow = ncol(X), ncol = ncol(X))
for (i in 1:ncol(X))
for (k in 1:ncol(X)) {
s1 = 0;
s2 = 0;
for (j in 1:nrow(X)) {
r[i,k] = r[i,k] + (X[j,i]-mean_vector(X)[i]) * (X[j,k]-mean_vector(X)[k])
s1 = s1 + (X[j,i]-mean_vector(X)[i]) * (X[j,i]-mean_vector(X)[i])
s2 = s2 + (X[j,k]-mean_vector(X)[k]) * (X[j,k]-mean_vector(X)[k])
}
s1 = sqrt(s1)
s2 = sqrt(s2)
r[i,k] = r[i,k] / (s1*s2)
}
return(r)
}
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