corr function

2nd momments of sparse matrices

Correlation and deviation in sparse matrices.

corr(x, y)
sdev(x)

Arguments

• x: A dgCMatrix or matrix of counts.
• y: A matrix with nrow(y)=nrow(x).

Returns

corr returns the ncol(x) by ncol(y) matrix of correlation between x and y, and sdev returns the column standard deviations.

Author(s)

Matt Taddy taddy@chicagobooth.edu

Examples

# some congress examples
data(congress109)
r <- corr(congress109Counts, congress109Ideology$repshare)
## 20 terms for Democrats
sort(r[,1])[1:20]
## 20 terms for Republicans
sort(r[,1], decreasing=TRUE)[1:20]
## 20 high variance terms
colnames(congress109Counts)[
        order(-sdev(congress109Counts))[1:20]]

See Also

pls, congress109