Overview > klyn.math > NDArray > correlation
Version 0.2.1 Overview Index Tree Deprecated
klyn.math.NDArray.correlation
method
public correlation(rowVariables as Boolean = true, ignoreNaN as Boolean = false) as NDArray<Double>
Description

Symmetric matrix of Pearson coefficients, without copying columns.

Parameters
ParameterDescription
rowVariablesTrue for row variables, false for column variables.
ignoreNaNRemove NaN pairs; otherwise propagate NaN.
Returns

Square Double correlation matrix with values in [-1,1].

Throws
  • ValueException for unsupported rank, constant variables or insufficient observations.
Example

matrix = observations.correlation(rowVariables=false)