gbxcorr - Compute cross correlation matrix

       Written by Giulio Bottazzi

       Copyright  ©  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;

       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.

gbxcorr 6.0.beta2                                 October 2018                                        GBXCORR(1)

       Take as input a data matrix A with N rows and T columns

       A = [ a_{t,i} ]
              with t=1,..,T  i=1,...,N

       and  compute the NxN correlation matrix C [ c_{i,j} ] following the method specified by option '-M': with
       method 0 it is

              c_{i,j} = 1/(T-1) \sum_t (a_{t,i}-m_i) (a_{t,j}-m_j)

       where m_i is the i-th mean and with method 1 it is

              c_{i,j} = 1/T \sum_t a_{t,i} a_{t,j} .

       Covariance is stored in the lower triangle  while  correlation  coefficients  are  stored  in  the  upper
       triangle.

       WARNING: previous implementations were row-wise instead of column-wise

       gbxcorr - Compute cross correlation matrix

-M     choose the method (default 0)

       0      covariance/correlation with mean removal

       1      covariance/correlation without mean removal

       -F specify the input fields separators (default " \t")

       -h this help

       Report bugs to <gbutils@googlegroups.com>

       Package home page <http://cafim.sssup.it/~giulio/software/gbutils/index.html>

gbxcorr [options]