[R] Calculating correlation for a big matrix

[Charles C. Berry]

On Thu, 20 Nov 2008, A Ezhil wrote:

> 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?
>

By using cor()??

 	res <- cor( t( mat ) )

only takes about 10 seconds on my laptop.

To save() the result takes much longer as does load()ing the result back 
into fresh session. Save 'mat' instead and do the calculation on the fly 
as needed.

HTH,

Chuck

p.s. please read the Posting Guide and do not repost the same msg.



> Thanks in advance.
>
> Kind regards,
> Ezhil
>
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Charles C. Berry                            (858) 534-2098
                                             Dept of Family/Preventive Medicine
E mailto:cberry at tajo.ucsd.edu	            UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/  La Jolla, San Diego 92093-0901