.\" DO NOT MODIFY THIS FILE!  It was generated by help2man 1.47.3.
.TH GBXCORR "1" "March 2018" "gbxcorr 5.7.1" "User Commands"
.SH NAME
gbxcorr \- Compute cross correlation matrix
.SH SYNOPSIS
.B gbxcorr
[\fI\,options\/\fR]
.SH DESCRIPTION
Take as input a data matrix A with N rows and T columns
.TP
A = [ a_{t,i} ]
with t=1,..,T  i=1,...,N
.PP
and compute the NxN correlation matrix C [ c_{i,j} ] following
the method specified by option '\-M': with method 0 it is
.IP
c_{i,j} = 1/(T\-1) \esum_t (a_{t,i}\-m_i) (a_{t,j}\-m_j)
.PP
where m_i is the i\-th mean and with method 1 it is
.IP
c_{i,j} = 1/T \esum_t a_{t,i} a_{t,j} .
.PP
Covariance is stored in the lower triangle while correlation
coefficients are stored in the upper triangle.
.PP
WARNING: previous implementations were row\-wise instead of column\-wise
.SH OPTIONS
.TP
\fB\-M\fR
choose the method (default 0)
.TP
0
covariance/correlation with mean removal
.TP
1
covariance/correlation without mean removal
.HP
\fB\-F\fR specify the input fields separators (default " \et")
.HP
\fB\-h\fR this help
.SH AUTHOR
Written by Giulio Bottazzi
.SH "REPORTING BUGS"
Report bugs to <gbutils@googlegroups.com>
.PP
.br
Package home page <http://cafim.sssup.it/~giulio/software/gbutils/index.html>
.SH COPYRIGHT
Copyright \(co 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;
.PP
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.