GBXCORR(1)

✨ gbxcorr(1) ✨ β€” the User Commands corner of the manual, bestie πŸ’…

okay so bestie, welcome to gbxcorr(1), and no cap, this little cutie is the main character of correlation matrices πŸ‘‘


πŸ¦‹ NAME πŸ¦‹

gbxcorr β€” compute cross correlation matrix ✨ literally that's the whole vibe


🌸 SYNOPSIS 🌸

gbxcorr [options]

πŸ’– DESCRIPTION πŸ’–

so the way this works is you hand it a data matrix A with N rows and T columns, like:

A = [ a_{t,i} ]
       with t=1,..,T  i=1,...,N

and it goes and computes the NxN correlation matrix C [ c_{i,j} ] using whichever method you told it to use with the -M option 🫢

With method 0 it's giving:

c_{i,j} = 1/(T-1) \sum_t (a_{t,i}-m_i) (a_{t,j}-m_j)

where m_i is the i-th mean. Iconic, mean-removal core πŸ’…

And with method 1 it's giving:

c_{i,j} = 1/T \sum_t a_{t,i} a_{t,j} .

no mean removal, just raw vibes 🌈

Also bestie, heads up on where stuff gets stashed: covariance lives in the lower triangle while correlation coefficients live in the upper triangle πŸŽ€

⚠️ WARNING: previous implementations were row-wise instead of column-wise 😭 not me having to tell you this but fr fr, watch out.

πŸŽ€ OPTIONS πŸŽ€

  • -M β€” choose the method (default 0) ✨
    • 0 β€” covariance/correlation with mean removal 🧚
    • 1 β€” covariance/correlation without mean removal πŸ”₯
  • -F β€” specify the input fields separators (default " \t") πŸ‘€
  • -h β€” this help 🫢

πŸ‘‘ AUTHOR πŸ‘‘

Written by Giulio Bottazzi πŸ’œ


πŸ’€ REPORTING BUGS πŸ’€

Report bugs to <gbutils@googlegroups.com> β€” they wanna hear it, bestie, tell them everything πŸ›

Package home page <http://cafim.sssup.it/~giulio/software/gbutils/index.html> 🌐


Copyright Β© 2001-2018 Giulio Bottazzi This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License (version 2) as published by the Free Software Foundation;

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. πŸŽ€


so that's the whole page bestie, go compute something slay πŸ’…βœ¨

gbxcorr 6.0.beta2 β€” that's the version, and it's from October 2018 πŸ—“οΈ mwah, love that for it πŸ«ΆπŸ’–