[R] Efficient calculation of correlation

A Ezhil ezhil02 at yahoo.com
Fri Nov 21 02:12:42 CET 2008


Dear All,

I have a matrix of size 10000 x 50. I would like to calculate all possible pair-wise correlation coefficient (5x10^7 combinations) using cor(). How can I efficiently calcualte and save the result in a matrix? 

Thanks in advance.

Kind regards,
Ezhil



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