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## 5.7.11. Covariance (High-Speed action) |

Icon:

Function: Covariance

Property window:

Short description:

Compute a correlation or a covariance matrix.

Long Description:

Compute a correlation or a covariance matrix. This action has two input pins: The first input pin is the Main Data Table. The second input pin defines the columns that are included inside the correlation/covariance matrix: i.e. it contains the mean of the variables that must be included inside the correlation/covariance matrix.

The data preparation consists of a simple aggregate: Just compute the mean of the variables that you want to include inside the correlation matrix: