README.md

bigcov

travis-ci build status

Covariance/Correlation for big data

References

Installation

library(devtools)
install_github("variani/bigcov")

Code examples

### timing #1
mat <- matrix(rnorm(1e6), nrow = 1e2, ncol = 1e4)

system.time(cov(mat)) # elapsed 6.834

system.time(bigcov(mat, num_batches = 2)) # elapsed 2.449

system.time(bigcov(mat, num_batches = 10)) # elapsed 1.351

### timing #2
mat <- matrix(rnorm(1e7), nrow = 1e5, ncol = 1e2)

system.time(cov(mat)) # elapsed 0.625

system.time(bigcov(mat, num_batches = 2)) # 0.372

Data formats



variani/bigcov documentation built on May 3, 2019, 4:34 p.m.