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This is the command gbxcorr that can be run in the OnWorks free hosting provider using one of our multiple free online workstations such as Ubuntu Online, Fedora Online, Windows online emulator or MAC OS online emulator

PROGRAM:

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

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