How to create a correlation table from the input data?
I need a function that returns a correlation table (a two-dimensional array of doubles for example) and takes input data series as an argument.
For example, I may have data where the first item data series is {2,3,4), second item {3,7,5} and third item {4,3,6}.
From these figures I should be able to calculate and return correlations among each item and return the values as one table (2D-array or similar), i.e. return a table like this:
{1,00 0,50 0,65
0,50 1,00 -0,33
0,65 -0,33 1,00}
I already have a function that is capable to calculate the correlation of two individual data series but I'am struggling how to create a 3x3 correlation table and return it from the function.
I need a function that returns a correlation table (a two-dimensional array of doubles for example) and takes input data series as an argument.
For example, I may have data where the first item data series is {2,3,4), second item {3,7,5} and third item {4,3,6}.
From these figures I should be able to calculate and return correlations among each item and return the values as one table (2D-array or similar), i.e. return a table like this:
{1,00 0,50 0,65
0,50 1,00 -0,33
0,65 -0,33 1,00}
I already have a function that is capable to calculate the correlation of two individual data series but I'am struggling how to create a 3x3 correlation table and return it from the function.
