¶ Description
Compute a correlation or a covariance matrix.
¶ Parameters
¶ Standard tab
Parameters:
- Operation
- Add a column with all variable's names with correlation above
- Optional: column with row weight
¶ Advanced tab
Parameters:
- Number of CPU's for computations (-1 max)
- Temporary RAM buffer size for computations
¶ About
This action computes a correlation or covariance matrix. It has two input pins:
-
The first input pin is the Main Data Table.
-
The second input pin defines the columns to include in the correlation or covariance matrix—that is, it contains the mean of the variables to be included.
The data preparation step is a simple aggregation: just compute the mean of the variables you want to include in the correlation matrix.
