[R] cov and huge matrix

[Uwe Ligges]

On 17.09.2013 18:11, Hermann Norpois wrote:
> Hello,
>
> I tried to compute the covariance (between the columns) of a matrix with
>> 200000.
> This failed ...
>
> Error: cannot allocate vector of size 691.2 GB
>
> Ok, this is rather huge. But ... On the other hand ... Is there an
> alternative to cov?
>
> Maybe one could combine combn with cov - so it is rather doing it hand by
> hand (within a function).


OK, but you need hundreds of gigabytes just to store the results. I 
wonder how you could make use of it in the end.

Uwe Ligges