cor: Correlation (Sparse and Dense Matrices)

In dmolitor/sparseprepr: Pre Processing for Sparse Matrices

Description

cor computes the sample correlation between each column pair in sparse or dense matrices.

Usage

cor(x, ...)

## Default S3 method:
cor(x, ...)

## S3 method for class 'CsparseMatrix'
cor(x, ...)

Arguments

x	A matrix or CsparseMatrix.
...	Additional arguments to pass to methods.

Details

cor() is an S3 generic with methods for:

• CsparseMatrix

• Any object supported by stats::cor

Value

A pxp matrix where p is the number of matrix columns, and the (i, j) th element corresponds to the sample correlation between p_i and p_j.

Examples

x <- Matrix::rsparsematrix(10, 3, .5)
xdense <- as.matrix(x)

cor(x)
cor(xdense)

dmolitor/sparseprepr documentation built on Jan. 7, 2022, 9:58 p.m.