Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: xplore
See also: cov var

Quantlet: corr
Description: Computes the correlation (Bravais-Pearson) structure of a given array.

Usage: r = corr (x)
Input:
x array
Output:
r consists of covariance matrices of x

Example:

library("xplore")

randomize (0)

x = normal (200, 2, 3)

corr (x)

Result:



Contents of r

[,,1,1,1,1,1,1]

[1,]     1 0.031623 

[2,] 0.031623     1 

[,,2,1,1,1,1,1]

[1,]     1 0.011621 

[2,] 0.011621     1 

[,,3,1,1,1,1,1]

[1,]     1 0.13138 

[2,] 0.13138     1 


Library: xplore
See also: cov var

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: TTK, 960207
(C) MD*TECH Method and Data Technologies, 21.9.2000