DOKK / manpages / debian 10 / gbutils / gbxcorr.1.en
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

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

choose the method (default 0)
covariance/correlation with mean removal
covariance/correlation without mean removal

-F specify the input fields separators (default " \t")

-h this help

Written by Giulio Bottazzi

Report bugs to <>

Package home page <>

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