5.7.11. Covariance (High-Speed clip0090 action)

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5.7.11. Covariance (High-Speed clip0090 action)

 
Icon: ANATEL~3_img681

 
Function: Covariance
 

Property window:
 

ANATEL~3_img680

 

Short description:

Compute a correlation or a covariance matrix.

 

Long Description:

Compute a correlation or a covariance matrix. This action has two input pins: The first input pin is the Main Data Table. The second input pin defines the columns that are included inside the correlation/covariance matrix: i.e. it contains the mean of the variables that must be included inside the correlation/covariance matrix.

 

The data preparation consists of a simple aggregate: Just compute the mean of the variables that you want to include inside the correlation matrix:

 

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