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

Examples

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