Calculates the pairwise Pearson correlation between all columns
within a fixed window size (win)
using the use = "pairwise.complete.obs" option
from cor(). That is, the correlation
between each pair of variables is computed using all complete pairs
of observations on those variables.
Usage
slcor(x, win = 1L)
Value
A correlation matrix with only the observations within a window
containing calculated correlations.
Arguments
x
A numeric matrix. The variables index the columns.