corSparse function

Sparse matrix correlation

Compute the Pearson correlation matrix between columns of two sparse matrices.

corSparse(X, Y = NULL, cov = FALSE)

Arguments

• X: A matrix
• Y: A matrix
• cov: return covariance matrix

Details

Originally from https://stackoverflow.com/questions/5888287/running-cor-or-any-variant-over-a-sparse-matrix-in-r

and the qlcMatrix package.

Author(s)

Michael Cysouw, Karsten Looschen