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 [[alternative HTML version deleted]]
On 17.09.2013 18:11, Hermann Norpois wrote:> 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).OK, but you need hundreds of gigabytes just to store the results. I wonder how you could make use of it in the end. Uwe Ligges