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BUILT-IN MATHEMATICA SYMBOL
AbsoluteCorrelation
AbsoluteCorrelation[v1, v2]
gives the absolute correlation between the vectors 
and 
.
AbsoluteCorrelation[m]
gives the absolute correlation matrix for the matrix m.
AbsoluteCorrelation[m1, m2]
gives the absolute correlation matrix for the matrices 
and 
.
AbsoluteCorrelation[dist]
gives the absolute correlation matrix for the multivariate symbolic distribution dist.
AbsoluteCorrelation[dist, i, j]
gives the 
absolute correlation for the multivariate symbolic distribution dist.
Details
- AbsoluteCorrelation[v1, v2] gives the unbiased estimate of the absolute correlation between
and 
. - The lists
and 
must be the same length. - AbsoluteCorrelation[v1, v2] is equivalent to v1. Conjugate[v2]/Length[v1].
- For a matrix m with
columns, AbsoluteCorrelation[m] is a 
×
matrix of the absolute correlations between columns of m. - For an
×
matrix 
and an 
×
matrix 
, AbsoluteCorrelation[m1, m2] is a 
×
matrix of the absolute correlations between columns of 
and columns of 
. - AbsoluteCorrelation[dist, i, j] gives Expectation[xixj, {x1, x2, ...}
dist]. - AbsoluteCorrelation[dist] gives an absolute correlation matrix with the
entry given by AbsoluteCorrelation[dist, i, j].
New in 9
