Man page - gbxcorr(1)
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apt-get install gbutils
Manual
| GBXCORR(1) | User Commands | GBXCORR(1) |
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
AUTHOR
Written by Giulio Bottazzi
REPORTING BUGS
Report bugs to <gbutils@googlegroups.com>
Package home page <http://cafim.sssup.it/~giulio/software/gbutils/index.html>
COPYRIGHT
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.
| October 2018 | gbxcorr 6.0.beta2 |