.-
help for ^cpcorr6^
.-

Correlations for each row vs each column variable
-------------------------------------------------

    ^cpcorr6^ rowvarlist \ colvarlist [weight] [^if^ exp] [^in^ range]
    [ ^, c^ovariance ^s^quare ^m^atrix^(^matname^)^ matlist_options ]
    
    ^cpcorr6^ varlist [weight] [^if^ exp] [^in^ range]
    [ ^, c^ovariance ^s^quare ^m^atrix^(^matname^)^ matlist_options ]

Description
-----------

^cpcorr6^ produces a matrix of correlations for rowvarlist versus colvarlist
(first syntax) or for varlist (second syntax). With the first syntax, the 
matrix may thus be oblong, and need not be square. With the second syntax, 
the matrix is square. 

The stub ^cp^ is derived from Cartesian product; it may also be interpreted 
as `cross pairs'. 

The backslash ^\^ must be used to separate the rowvarlist and the colvarlist
in the first syntax.
 

Options
-------

^covariance^ specifies calculation of the covariance. 

^square^ specifies squaring of correlations. 

^matrix(^matname^)^ specifies that the matrix produced be saved as 
    matrix matname. 

matlist_options are options of ^matrix list^. The default includes 
    ^format(%5.4f)^. 


Examples
--------

	. ^cpcorr6 mpg-foreign \ price^
	. ^cpcorr6 mpg-foreign, f(%4.2f)^ 


Author
------

         Nicholas J. Cox, University of Durham, U.K.
         n.j.cox@@durham.ac.uk


Also see
--------

On-line: help for @correlate@, @matutil@, @cpspear6@ (if installed), 
         @pwcorrs@ (if installed)
 Manual: [R] correlate