covar: Covariance

In coop: Co-Operation: Fast Covariance, Correlation, and Cosine Similarity Operations

Description

An optimized, efficient implemntation for computing covariance.

Usage

covar(x, y, use = "everything", inplace = FALSE, inverse = FALSE)

tcovar(x, y, use = "everything", inplace = FALSE, inverse = FALSE)

Arguments

x	A numeric dataframe/matrix or vector.
y	A vector (when x is a vector) or missing (blank) when x is a matrix.
use	The NA handler, as in R's cov() and cor() functions. Options are "everything", "all.obs", and "complete.obs".
inplace	Logical; if TRUE then the method used is slower but uses less memory than if FALSE. See ?coop-package for details.
inverse	Logical; should the inverse covariance matrix be returned?

Details

See ?coop-package for implementation details.

Value

The covariance matrix.

Author(s)

Drew Schmidt

See Also

cosine

Examples

x <- matrix(rnorm(10*3), 10, 3)

coop::pcor(x)
coop::pcor(x[, 1], x[, 2])

coop documentation built on Sept. 19, 2021, 5:07 p.m.