Provided by: gbutils_6.3-1_amd64
NAME
gbxcorr - Compute cross correlation matrix
SYNOPSIS
gbxcorr [options]
DESCRIPTION
Take as input a data matrix A with N rows and T columns A = [ a_{t,i} ] with t=1,..,T i=1,...,N and compute the NxN correlation matrix C [ c_{i,j} ] following the method specified by option '-M': with method 0 it is c_{i,j} = 1/(T-1) \sum_t (a_{t,i}-m_i) (a_{t,j}-m_j) where m_i is the i-th mean and with method 1 it is c_{i,j} = 1/T \sum_t a_{t,i} a_{t,j} . Covariance is stored in the lower triangle while correlation coefficients are stored in the upper triangle. WARNING: previous implementations were row-wise instead of column-wise
OPTIONS
-M choose the method (default 0) 0 covariance/correlation with mean removal 1 covariance/correlation without mean removal -F specify the input fields separators (default " \t") -h this help
AUTHOR
Written by Giulio Bottazzi
REPORTING BUGS
Report bugs to <gbutils@googlegroups.com> Package home page <http://cafim.sssup.it/~giulio/software/gbutils/index.html>
COPYRIGHT
Copyright © 2001-2018 Giulio Bottazzi This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License (version 2) as published by the Free Software Foundation; This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.