# corrMatrix

Syntax

corrMatrix(X)

Arguments

X is a matrix.

Details

Return a correlation matrix, where the (i, j) entry is the correlation between the columns i and j of X.

Note:

• For a matrix X without NULL values, the result of `corrMatrix(X)` is equivalent to `cross/pcross(corr, X)`, but the performance of function corrMatrix is significantly improved.

• For a matrix with NULL values, the results of `corrMatrix(X)` and `cross/pcross(corr, X)` are different, because the NULL values are converted to 0 by default in function `corrMatrix`, but ignored in function `corr`.

Examples

```\$ m = rand(10.0, 30)\$10:3
\$ corrMatrix(m)
```

#0

#1

#2

1

0.167257129736134

0.224955585716037

0.167257129736134

1

-0.12066768907057

0.224955585716037

-0.12066768907057

1

```\$ a = rand(1.0, 30000000).reshape(10000:3000)
\$ a.rename!("s" + string(1..3000))
\$ timer corrMatrix(a)
Time elapsed: 2986.932 ms
\$ timer pcross(corr, a)
Time elapsed: 45629.6 ms
```

Related function: covarMatrix