calc.maxcor {SAVER} | R Documentation |
Calculate maximum correlation
Description
Calculates the maximum absolute correlation between two matrices along the columns
Usage
calc.maxcor(x1, x2)
Arguments
x1 |
Named matrix 1 |
x2 |
Named matrix 2 |
Details
This function calculates the maximum absolute correlation for each column of
x2
against each column of x1
. The matrices are named and if
the names overlap between x1
and x2
, the correlation between
the same named entries is set to zero.
Value
A vector of maximum absolute correlations
Examples
x1 <- matrix(rnorm(500), 100, 5)
x2 <- x1 + matrix(rnorm(500), 100, 5)
colnames(x1) <- c("A", "B", "C", "D", "E")
colnames(x2) <- c("A", "B", "C", "D", "E")
cor(x1, x2)
calc.maxcor(x1, x2)
[Package SAVER version 1.1.2 Index]