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DACorrelations

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Function Description

Returns a correlation matrix (only lower triangular components) of series that are contained in InputArray, so the (lower) i,j’th component of the matrix is the correlation between the elements of InputArray(i,t) and InputArray(j,t).

 

Is the same as the result of applying MnMatLT to MnCorrelations.

 


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Output type / Parameter details

Output type: Double()
Parameter NameVariable TypeDescription
InputArrayDouble()Input array of m series each with n elements
mIntegerNumber of series
nIntegerNumber of elements in series

Links to:

-          Interactively run function

-          Interactive instructions

-          Example calculation

-          Output type / Parameter details

-          Illustrative spreadsheet

-          Other Statistical functions

-          Computation units used


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