Calculates the maximum absolute correlation between two matrices along the columns
calc.maxcor(x1, x2)
| x1 | Named matrix 1 |
|---|---|
| x2 | Named matrix 2 |
A vector of maximum absolute correlations
This function calculates the maximum absolute correlation for each column of
x2 against each column of x1. The matrices are named and if
the names overlap between x1 and x2, the correlation between
the same named entries is set to zero.
x1 <- matrix(rnorm(500), 100, 5) x2 <- x1 + matrix(rnorm(500), 100, 5) colnames(x1) <- c("A", "B", "C", "D", "E") colnames(x2) <- c("A", "B", "C", "D", "E") cor(x1, x2)#> A B C D E #> A 0.74255671 -0.1274772 -0.001755278 0.18580206 -0.074205800 #> B 0.07273502 0.7648151 0.228241533 0.05528077 -0.002939389 #> C 0.11720824 0.1535741 0.711288565 -0.06448206 -0.011112761 #> D 0.13072425 0.1485269 -0.174989494 0.73573306 0.135864247 #> E -0.14547079 0.1061166 0.039027398 0.11145791 0.741516176calc.maxcor(x1, x2)#> A B C D E #> 0.1454708 0.1535741 0.2282415 0.1858021 0.1358642