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 Name | Variable Type | Description |
InputArray | Double() | Input array of m series each with n elements |
m | Integer | Number of series |
n | Integer | Number of elements in series |
Links to:
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Interactively run function
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Interactive instructions
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Example calculation
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Output type / Parameter details
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Illustrative spreadsheet
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Other Statistical functions
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Computation units used
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