Fast pairwise correlation estimation

Fast estimation of pairwise correlation coefficients.

cor.pairs(emat, cor.method = c("pearson", "spearman"))

Arguments

emat	a numeric matrix
cor.method	a character, specifying the method to use for estimation. Possible values are 'pearson' (default) and 'spearman'

Value

a numeric matrix with estimated correlation coefficients

Examples

x <- matrix(rnorm(200), 100, 2)
cor.pairs(x)
#>             [,1]        [,2]
#> [1,]  1.00000000 -0.02677797
#> [2,] -0.02677797  1.00000000
cor.pairs(x, cor.method = 'spearman')
#>            [,1]       [,2]
#> [1,]  1.0000000 -0.0520492
#> [2,] -0.0520492  1.0000000