Compute correlation function in batches, in parallel

parallel_cor(x, splits = 2, cores = 2, cov_fun = "two_pass_multi_covar")

Arguments

x

data matrix

splits

shows the number of splits of data that we want to combine (should be of 2^n form)

cores

number of cores that will be used for the parallel computation

cov_fun

covariance function used on each split