Hi Heinz,
Scilab computes the covariance matrix and from which the correlation matrix can be obtained using formula in https://en.wikipedia.org/wiki/Covariance_matrix Check implementation below: //START OF CODE // https://en.wikipedia.org/wiki/Covariance_matrix function Y=corrmatrix(M) C = cov(M); // covariance matrix D = sqrt(diag(C)); // standard deviations D = inv(diag(D)); Y = D*C*D; // correlation matrix endfunction M = grand(9,3,"def") M(:,2) = M(:,1)*2; Y = corrmatrix(M); disp(M,"M") disp(Y,"Y") // END OF CODE Regards, Rafael
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