Calculate correlation between two matrices using cor. A
group of specific threshold can be set, in which case the correlations are
calculated incrementally for values above the thresholds.
correlation(x, y, method = "kendall", thresholds = c(0))
| x | Numeric matrix. |
|---|---|
| y | Numeric matrix. |
| method | Character string correlation method used (default: 'kendall'). |
| thresholds | Numeric vector of thresholds used (default: c(0)). |
A list with 2 items:
Correlations between 2 matrices with values above a given threshold.
Overall correlation between the 2 matrices.