<< Click to Display Table of Contents >> Navigation:  5. Detailed description of the Actions > 5.7. Data Mining > 5.7.11. Covariance (High-Speed action)

 
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Function: Covariance
 

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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: