Support for correlations between columns of two matrixes

wrathematics / coop

Fast covariance, correlation, and cosine similarity.

Other

35 stars 6 forks source link

Open MalteThodberg opened 4 years ago

MalteThodberg commented 4 years ago

Super useful package!

Good old cor can easily calculate correlation between the columns of two matrices, like:

cor(iris[,1:2], iris[,3:4]) Petal.Length Petal.Width Sepal.Length 0.8717538 0.8179411 Sepal.Width -0.4284401 -0.3661259

Would it be possible to support the same for pcor?

genecell commented 3 years ago

I have a similar need for calculating cosine similarities for two matrices.

Thank you!