R中的行相关 [英] Row-wise correlations in R

问题描述

我有两个大小相同的矩阵。我想计算这些矩阵中每对行之间的相关系数； A的第1行与B的第1行，A的第2行与B的第2行，等等。

I have two matrices of the same size. I would like to calculate the correlation coefficient between each pair of rows in these matrices; row 1 from A with row 1 B, row 2 from A with row 2 from B etc.

A <- matrix(runif(1:200), nrow=20)
B <- matrix(runif(1:200), nrow=20)

我能想出的最好的方法是

Best I could come up with is

ret <- sapply(1:20, function(i) cor(A[i,], B[i,]))

但效率极低（矩阵有成千上万的行）。有没有更好，更快的方法？

but it is terribly inefficient (the matrices have tens of thousands of rows). Is there a better, faster way?

推荐答案

这应该很快：

cA <- A - rowMeans(A)
cB <- B - rowMeans(B)
sA <- sqrt(rowMeans(cA^2))
sB <- sqrt(rowMeans(cB^2))

rowMeans(cA * cB) / (sA * sB)

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