Create simple Correlation...

Create a Correlation matrix with its centroid.


define the correlations. Because a correlation matrix is a symmetric matrix, only the upper triangular part of the matrix has to be input (row-wise). 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 d-1 input elements are for the second row, then d-2 for the third row, etc.
defines the centroid.
Number of observations
defines the number of observations.

© djmw, December 30, 2015