(This article was first published on Brain Chronicle, and kindly contributed to R-bloggers)
A little improvement to the bigcor function proposed on Rmazing to compute huge correlation matrix in R, I made the function work in parallel using all the CPU cores available on the machine. The code is here.
Here is a benchmark of the 2 functions on my machine with 8 cores:
To leave a comment for the author, please follow the link and comment on their blog: Brain Chronicle.
R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: Data science, Big Data, R jobs, visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...