RATS 11
RATS 11

Statistics and Algorithms /

Covariance/Correlation Matrix

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A number of instructions produce some or all of their output in the form of a covariance/correlation matrix. See the example below. On and below the diagonal are pairwise covariances, above the diagonal are the corresponding pairwise correlations.


 

Covariance\Correlation Matrix of Residuals

           QPIL         QUM1        QRBOT3

QPIL   0.0244576339   0.50358716   0.43681220

QUM1   0.0171590144 0.0474701871   0.18764000

QRBOT3 0.0852690697 0.0510299856 1.5580417798


 


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