Rapidly calculates column-wise Pearson correlations between large matrices using a vectorized method


Updated 23 May 2017

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For two matrices, each containing 100 observations and 1000 variables
-fast_corr finishes over 6x times faster than using corr.m within a for loop
-fast_corr finishes over 11x faster than using corr.m to compute the full correlation matrix

Cite As

Elliot Layden (2023). fast_corr (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2016a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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