bigcov

Covariance/Correlation for big data

References

• Vignettes
  • Population stratification using GRM and Jacard
  • Analysis of HapMap data
  • Analysis of 1K Genome data

Installation

library(devtools)
install_github("variani/bigcov")

Code examples

### timing #1
mat <- matrix(rnorm(1e6), nrow = 1e2, ncol = 1e4)

system.time(cov(mat)) # elapsed 6.834

system.time(bigcov(mat, num_batches = 2)) # elapsed 2.449

system.time(bigcov(mat, num_batches = 10)) # elapsed 1.351

### timing #2
mat <- matrix(rnorm(1e7), nrow = 1e5, ncol = 1e2)

system.time(cov(mat)) # elapsed 0.625

system.time(bigcov(mat, num_batches = 2)) # 0.372

Data formats

• matrix
• bigmemory
• plink via BEDMatrix