On 17.09.2013 18:11, Hermann Norpois wrote:
Hello,
I tried to compute the covariance (between the columns) of a matrix with
200000.
This failed ...
Error: cannot allocate vector of size 691.2 GB
Ok, this is rather huge. But ... On the other hand ... Is there an
alternative to cov?
Maybe one could combine combn with cov - so it is rather doing it hand by
hand (within a function).
OK, but you need hundreds of gigabytes just to store the results. I
wonder how you could make use of it in the end.
Uwe Ligges
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