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correlation_matrix.pro

topcorrelation_matrix

result = correlation_matrix(datain [, SHOW_PROGRESS=SHOW_PROGRESS])

compute the correlation matrix for a data set

Return value

m x x correaltion matrix structure CORR FLOAT Array[4, 4] CORR_COVAR FLOAT Array[4, 4] CORR_KENDALL FLOAT Array[4, 4] CORR_R FLOAT Array[4, 4]

Parameters

datain in required: array of data from which to create the correlation matrix, format must be n samples by m variables (fltarr(n,m))

Keywords

SHOW_PROGRESS in optional: toggles show_progress from being used

Examples

IDL> a=findgen(100, 4)
 IDL> help, correlation_matrix(a), /str
 ** Structure <825ae0c>, 4 tags, length=256, data length=256, refs=1:
   CORR            FLOAT     Array[4, 4]
   CORR_COVAR      FLOAT     Array[4, 4]
   CORR_KENDALL    FLOAT     Array[4, 4]
   CORR_R          FLOAT     Array[4, 4]

Author information

History:: Thu Jan 11 18:26:16 2007, Brian Larsen changed a ne a call to finite() call Thu Oct 27 15:06:21 2005, Brian Larsen written and tested

Statistics

Lines:	62
McCabe complexity:

File attributes

Modifcation date:	Tue Sep 9 14:11:59 2008
Lines:	118

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