Hello, I am having trouble generating a correlation matrix on multiple cores.
I have a matrix "myMat" for which I would like to do a Pearson correlation. Lets say dim(myMat) is 100 200. I want a 200x200 correlation matrix and corresponding p-value matrix. I like to use rcorr(myMat) in the Hmisc package, but for larger matrices this command is too time consuming. I have spent a day playing with mclapply(myMat, rcorr, ...) from the parallel package, trying to distribute the job on multiple cores. But I can't figure it out. I also tried mclapply( myMat, cor.test, ...), but it runs even more slowly. Does anyone have any suggestions? Thanks very much for your help, Beck ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
