coop: covar – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

covar

Covariance

An optimized, efficient implemntation for computing covariance.

covar(x, y, use = "everything", inplace = FALSE, inverse = FALSE)

tcovar(x, y, use = "everything", inplace = FALSE, inverse = FALSE)

`x`	A numeric dataframe/matrix or vector.
`y`	A vector (when `x` is a vector) or missing (blank) when `x` is a matrix.
`use`	The NA handler, as in R's `cov()` and `cor()` functions. Options are "everything", "all.obs", and "complete.obs".
`inplace`	Logical; if `TRUE` then the method used is slower but uses less memory than if `FALSE`. See `?coop-package` for details.
`inverse`	Logical; should the inverse covariance matrix be returned?

See ?coop-package for implementation details.

The covariance matrix.

Drew Schmidt

x <- matrix(rnorm(10*3), 10, 3)

coop::pcor(x)
coop::pcor(x[, 1], x[, 2])

Co-Operation: Fast Covariance, Correlation, and Cosine Similarity Operations

v0.6-2

BSD 2-clause License + file LICENSE

Authors

Drew Schmidt [aut, cre], Christian Heckendorf [ctb] (Caught some memory errors.)

Initial release