Statistica Visual Basic Library of Matrix Functions - MatrixCorrelations (Matrix, Intercept, MatrixResult)

Parameter

Description

Matrix

name of data matrix (see Arrays in functions)

Intercept

if 1, correlations computed with intercept; if 0, correlations computed without intercept

MatrixResult

square destination matrix (see Arrays in functions; number of rows and columns equals number of columns in the source data matrix)

The MatrixCorrelations function will compute the correlations between values in the columns of the specified source Matrix and place the resulting values in the specified array (see parameter MatrixResult). The correlations may be computed with or without the intercept (see parameter Intercept). If Intercept is set to 1 (i.e., with intercept), then MatrixResult will contain the regular Pearson product-moment correlation coefficients; if Intercept is set to 0 (i.e., without intercept), then MatrixResult will contain the standardized matrix of sums of squared crossproducts of deviations from 0 (zero); the diagonal elements of MatrixResult will always be equal to 1.

Related topics. ReDim, MatrixCrossProductOfDev, MatrixMeans, MatrixDisplay. For more information on using arrays, see Arrays in functions. For a complete list of matrix functions, see Statistica Visual Basic library of matrix functions.