Function _corr_matrix

python/openquant/feature_diagnostics.py:560–568

(x: Sequence[Sequence[float]])

    explained_ratio = explained_ratio[:kept]

    transformed = []
    for row in z:
        transformed.append([_dot(row, comp) for comp in eigvecs])

    columns = {f"pc{i+1}": [row[i] for row in transformed] for i in range(kept)}
    table = pl.DataFrame(columns)

    return {
        "transformed": transformed,
        "table": table,
        "records": table.to_dicts(),
        "components": eigvecs,