great, thanks!

jc

On Wed, Dec 16, 2009 at 20:55, William Dunlap <wdunlap@tibco.com> wrote:

> > -----Original Message-----
> > From: r-help-bounces@r-project.org
> > [mailto:r-help-bounces@r-project.org] On Behalf Of
> > Jean-Christophe Domenge
> > Sent: Wednesday, December 16, 2009 11:48 AM
> > To: r-help
> > Subject: [R] number of observations used in cor when
> > use="pairwise.obs"
> >
> > Dear R gurus,
> > to compute the correlation matrix of "n" variables with
> > "n_obs" observations
> > each,
> > possibly including NA, I use cor(M,  use="pairwise.obs")
> > where m is a "n" x "nobs" matrix.
> >
> > Now I want to know the number of observations actually used in this
> > computation,
> > namely for each pair of columns in M, say pair (i,j),  I want
> > to compute
> > sum( !is.na(M[,i])  &  !is.na(M[,j]) ).
> > I can think of several ways of constructing all pairs (i,j)
> > with i<j, then
> > computing the sum
> > above, but for n=2000 and nobs=700 the computation time is
> > prohibitive.
>
> Try
>   crossprod(!is.na(M))
>
> Bill Dunlap
> Spotfire, TIBCO Software
> wdunlap tibco.com
>
> >
> > Is there an efficient way to solve this?
> >
> > Many thanks,
> >
> > jc
> >
> >       [[alternative HTML version deleted]]
> >
> > ______________________________________________
> > R-help@r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> > http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
>

	[[alternative HTML version deleted]]


