Sparse matrix correlation

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

Usage

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

Arguments

X

A matrix

Y

A matrix

cov

return covariance matrix

Details

Originally from http://stackoverflow.com/questions/5888287/running-cor-or-any-variant-over-a-sparse-matrix-in-r and the qlcMatrix & Signac packages.

Author

Michael Cysouw, Karsten Looschen