pystra.correlation.CorrelationMatrix#

class CorrelationMatrix(matrix=None)[source]#

Bases: object

Correlation matrix

The correlation matrix of \(n\) random variables \(X_1, \dots, X_n\) is the \(n \\times n\) matrix whose \(i,j\) entry is \(\\text{corr}(X_i, X_j)\).

Attributes:

  • matrix (mat): correlation matrix

Methods

getMatrix

Return correlation matrix
getMatrix()[source]#

Return correlation matrix

Returns:

  • matrix (mat): Return a matrix from type correlation matrix.