[SciPy-User] Correlation coefficient of large arrays

Vincent Davis vincent@vincentdavis....
Tue Mar 16 00:04:39 CDT 2010


I have an array 10 observations of 230,000 variables and what to find the
correlation coefficient between each variable.
numpy.corrcef(data) works except I can only do it with about 30,000
variables at a time. numpy.corrcef(data[:30000]). It uses up a lot of
memory.
Is there a better way?

  *Vincent Davis
720-301-3003 *
vincent@vincentdavis.net
 my blog <http://vincentdavis.net> |
LinkedIn<http://www.linkedin.com/in/vincentdavis>
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