Stats correlationmatrix

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CorrelationMatrix

A correlation between every pair of variables, and the p-value of each.

public sealed record CorrelationMatrix(int VariableCount, double[] Statistics, double[] PValues)

Properties — VariableCount is the side of both matrices. Statistics and PValues are row-major: entry i × VariableCount + j relates variable i to variable j, and the diagonal is each variable against itself.

Example — reading one entry, and its mirror.

using Lodestar.Stats;

// Six observations of three variables, row by row.
double[] data =
[
    1.2, 3.4, 10.0,
    2.3, 3.1, 8.0,
    3.1, 4.8, 9.5,
    4.0, 4.2, 6.1,
    5.5, 6.9, 4.0,
    6.1, 6.0, 3.3,
];

CorrelationMatrix matrix = Spearman.Matrix(data, 3);
int k = matrix.VariableCount;

double firstThird = Math.Round(matrix.Statistics[(0 * k) + 2], 6);   // => -0.942857
double thirdFirst = Math.Round(matrix.Statistics[(2 * k) + 0], 6);   // => -0.942857

Remarks — what scipy.stats.spearmanr returns for a 2-D array, as two square matrices here flattened. Equality compares the matrices value by value, as AndersonResult compares its tables.

Applies to — net10.0, netstandard2.0.

See also — Spearman.Matrix.

Members

Member	What it does
CorrelationMatrix.Equals	Compares the size and both matrices, value by value.
CorrelationMatrix.GetHashCode	Hashes the size.