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Re: Efficient construction of a correlation matrix

  • To: mathgroup at smc.vnet.net
  • Subject: [mg98446] Re: [mg98414] Efficient construction of a correlation matrix
  • From: Bob Hanlon <hanlonr at cox.net>
  • Date: Fri, 10 Apr 2009 04:51:37 -0400 (EDT)
  • Reply-to: hanlonr at cox.net

Outer[Correlation, list, list, 1]

Correlation is new in v6


Bob Hanlon

---- dantimatter <google at dantimatter.com> wrote: 

=============
Hello all,

This was a question that was asked back in 2003 that didn't seem to
have a response:  is there a fast way to generate a matrix of
correlation coefficients given a list of vectors?  I have about fifty
vectors that are each around 1300 elements long and I'd like to
correlate them with each other to get a 50x50 matrix.  I know that I
can do this with loops or tables but I thought that perhaps there
exists a fast and computationally inexpensive way to do this.   Any
thoughts?

Many thanks,
Dan



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