[S] correlation matrix with missing data

["Jae K. Lee" <jaeklee@miner.nci.nih.gov>]

Hi,

Does anyone have a function to calculate the correlation matrix
when there is a large number of missing data points in the matrix?
Since our matrices are big, we, of course, don't want to use loops.

regards,

Jae Lee


-- 
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Jae K. Lee, Ph.D.                         Tel:  (301) 496-9572
National Cancer Institute                 Email: jaeklee@miner.nci.nih.gov
National Institutes of Health              
Bldg. 37 Room 5D-02
37 Convent Dr.
Bethesda, MD 20892-4255                   Fax:  (301) 402-0752
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