produces a correlation matrix via weighted correlation.

Uses weighted regression to compute pairwise correlation matrix on input matrix - by columns.

corw(mat, weights)

Arguments

mat

input matrix

weights

input weights, size of nrow of matrix

Value

matrix is output

Author

Avants BB

Examples

mat <- matrix(rnorm(100), nrow = 10)
wcmat <- corw(mat, weights = abs(nrorm(nrow(mat))))