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hub / github.com/DistributedML/Biscotti / CorrelationMatrix

Function CorrelationMatrix

lib/gonum/stat/statmat.go:87–92  ·  view source on GitHub ↗

CorrelationMatrix returns the correlation matrix calculated from a matrix of data, x, using a two-pass algorithm. If weights is not nil the weighted correlation of x is calculated. weights must have length equal to the number of rows in input data matrix and must not contain negative elements. If c

(corr *mat64.SymDense, x mat64.Matrix, weights []float64)

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Callers 3

TestCorrelationMatrixFunction · 0.85
TestCorrCovFunction · 0.85
BenchmarkCorrToCovFunction · 0.85

Calls 2

CovarianceMatrixFunction · 0.85
covToCorrFunction · 0.85

Tested by 3

TestCorrelationMatrixFunction · 0.68
TestCorrCovFunction · 0.68
BenchmarkCorrToCovFunction · 0.68