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| pearsoncorr2 for 3 dimentional array http://forum.alglib.net/viewtopic.php?f=2&t=600 |
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| Author: | romsky [ Thu Jul 19, 2012 3:37 pm ] |
| Post subject: | pearsoncorr2 for 3 dimentional array |
Hallo, is there an implementation of pearsoncorr2() for 2 dimention arrays ? Thanks ! |
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| Author: | Sergey.Bochkanov [ Fri Jul 20, 2012 5:45 am ] |
| Post subject: | Re: pearsoncorr2 for 3 dimentional array |
Hello! There is a pearsoncorrm function which works with sample of N observations with M variables each. Is it the function you need? |
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| Author: | romsky [ Fri Jul 20, 2012 7:25 am ] |
| Post subject: | Re: pearsoncorr2 for 3 dimentional array |
Hallo, I wanted to calculate the correlation for N-dimentional vectors. The pearsoncorrm() calculates the correlation for N 1-dimantional vectors. As I can understand it builds a matrix where Cii = 1 and Cij=Cji . Thank You for the help !! |
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