Create simple Correlation...


Create a Correlation matrix with its centroid.
Settings

Correlations

define the correlations. Because a correlation matrix is a symmetric matrix, only the upper triangular part of the matrix has to be input (rowwise). If your correlation matrix is of dimension d, your input needs d(d+1)/2 elements. The first d input elements are the elements of the first row of the correaltion matrix, the next d1 input elements are for the second row, then d2 for the third row, etc.

Centroid

defines the centroid.

Number of observations

defines the number of observations.
© djmw, December 30, 2015