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).

Thanks
Hermann

R version 3.0.1 (2013-05-16)
Platform: x86_64-pc-linux-gnu (64-bit)

locale:
 [1] LC_CTYPE=de_DE.UTF-8       LC_NUMERIC=C
 [3] LC_TIME=de_DE.UTF-8        LC_COLLATE=de_DE.UTF-8
 [5] LC_MONETARY=de_DE.UTF-8    LC_MESSAGES=de_DE.UTF-8
 [7] LC_PAPER=C                 LC_NAME=C
 [9] LC_ADDRESS=C               LC_TELEPHONE=C
[11] LC_MEASUREMENT=de_DE.UTF-8 LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

loaded via a namespace (and not attached):
[1] compiler_3.0.1 tools_3.0.1

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