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Returns a matrix containing the correlation coefficients of the columns of the current matrix.

Syntax

MatrixObject.CorrelationMatrix

Remarks

The element (i, j) of the correlation matrix is the correlation between column i and j. The correlation matrix is symmetric and its diagonal elements are 1.

Error Codes

Error 1321 will be returned if matrix is not yet sized.

Example

The following example demonstrates the use of the CorrelationMatrix Method.

Private Sub MatrixCorrelationMatrix()

Dim M As Matrix, C As Matrix

    Set M = New Matrix

    M.Size 6, 3

    M(0, 0) = 1: M(0, 1) = 0: M(0, 2) = 6
    M(1, 0) = 3: M(1, 1) = 6: M(1, 2) = 8
    M(2, 0) = 4: M(2, 1) = 3: M(2, 2) = 5
    M(3, 0) = 6: M(3, 1) = 5: M(3, 2) = 5
    M(4, 0) = 7: M(4, 1) = 2: M(4, 2) = 1
    M(5, 0) = 9: M(5, 1) = 8: M(5, 2) = 5
    
    Debug.Print "M="
    Debug.Print M.GetString    

    Set C = M.CorrelationMatrix
    
    Debug.Print "Correlation matrix ="
    Debug.Print C.GetString

End Sub

Output

M=
| 1.000 0.000 6.000 |
| 3.000 6.000 8.000 |
| 4.000 3.000 5.000 |
| 6.000 5.000 5.000 |
| 7.000 2.000 1.000 |
| 9.000 8.000 5.000 |

Correlation matrix =
|  1.000  0.619 -0.545 |
|  0.619  1.000  0.303 |
| -0.545  0.303  1.000 |

See Also

ColCorrelation Method

Applies To: Matrix | CMatrix