Calculate correlation between two matrices using cor
. A
group of specific threshold can be set, in which case the correlations are
calculated incrementally for values above the thresholds.
correlation(x, y, method = "kendall", thresholds = c(0))
Numeric matrix.
Numeric matrix.
Character string correlation method used (default: 'kendall').
Numeric vector of thresholds used (default: c(0)).
A list with 2 items:
Correlations between 2 matrices with values above a given threshold.
Overall correlation between the 2 matrices.