GBXCORR(1) | User Commands | GBXCORR(1) |

gbxcorr - Compute cross correlation matrix

**gbxcorr** [*options*]

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

**-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

Written by Giulio Bottazzi

Report bugs to <gbutils@googlegroups.com>

Package home page <http://cafim.sssup.it/~giulio/software/gbutils/index.html>

Copyright © 2001-2018 Giulio Bottazzi This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License (version 2) as published by the Free Software Foundation;

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

March 2018 | gbxcorr 5.7.1 |