 | NMath |
Computes the Pearson correlation matrix for a set of random inputs. The random
inputs are taken to be the columns of the input matrix. The symmetric,
positive definite matrix whose i,j entry is the Pearson correlation coefficient
between the inputs in column i and column j is computed and returned.
Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
SyntaxParameters
- A DoubleMatrix
- Matrix whose columns are the inputs whose Spearman rank correlation coefficient is computed.
Return Value
DoubleSymmetricMatrixThe symmetric, positive definite matrix whose row i, column j entry is the correlation coefficient between the inputs in column i and column j
Remarks
A constant column (and therefore standard deviation of zero) leads to a correlation
of zero.
See Also