I have two numeric data sets. Df1 and Df2 contain 15000 columns each. I now want to calculate correlations but only between column 1 of Df1 and column 1 of Df2, then between column 2 Df1 and column 2 Df2 and so on. This for all 15000 columns. Creating a correlation matrix generates a lot of unwanted correlations. Therefore I am looking for a more elegant solution.
Can anyone help me here?
Thanks in advance H.