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Questions tagged [correlation]

Questions about Correlation, CorrelationFunction, CorrelationTest, etc. and their application in constructing a correlation table/matrix.

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Numerics & List Manipulation:ListCorrelate: yield $\{-f1 + f2, \dots, -f2 + f4, \dots\}$ from $\{f1, f2, f3, f4, f5\}$

The command ListCorrelate[{-1, 1}, {f1, f2, f3, f4, f5}] yields {-f1 + f2, -f2 + f3, -f3 + f4, -f4 + f5} is there any simple way to get {-f1 + f2, -f1 + ...
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1answer
50 views

Eigensystem for simple equi-correlation matrix

I'm trying to get a set of eigenvectors for a correlation matrix, but getting stuck, maybe because I do not properly normalize them. For example, the following code works, in the sense that I get back ...
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Computation of autocorrelation function

one can use the MMA built-in function ListCorrelate to compute e.g. the autocorrelation function of a discrete data set: ...
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Using machine learning to find correlation between data

I've taken several months worth of data on health(water intake, activity, steps, sleep quality, heart rate, etc.) and I would like to use Mathematica to find correlations within the data. I would like ...
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0answers
29 views

Error using ListCorrelate for Overhang parameters nonzero machine-sized integers

I've encountered a problem using the ListCorrelate function which I haven't been able to solve or find much information on. Using the following code: ...
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2answers
146 views

MATLAB to Mathematica CorrelationMatrix implementation

This question focuses on translating/adapting custom defined MATLAB code for creating a CorrelationMatrix to Mathematica. Software and hardware used: Mathematica Version 10.3.0.0 Computer: Mac Pro (...
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1answer
106 views

Caclulate second partial derivatives of a numerically defined function

I am performing a chi square minimisation with respect to some parameters x,y,z that are themselves part of the kernel involved in a numeric integral. I therefore ...
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2answers
116 views

Compute expectation value of product of variables having nonzero covariance [closed]

I'm trying to calculate the covariance of a function which depends upon time. This is such that I have a series (as a minimal example): As you'd expect. However, when I try to get a similar output ...
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1answer
164 views

quantifying striations in XY plot

I've measured and plotted some data - performance-metric on the vertical axis (high number is bad, low number good), time of measurement on the horizontal axis. The obvious striations/linear-...
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0answers
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Behavior of GraphAssortativity

My understanding is that GraphAssortativity[g] measures how commonly nodes in graph g connect to other nodes of similar degree. ...
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0answers
51 views

Using List correlate with three 2D arrays

Working off from a question I asked previosuly where the answer to my problem was to use ListCorrelate, I have been playing around with trying to use ...
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2answers
373 views

How to align images?

I have two grayscale images (img1, img2) which contain objects seen with two cameras. Some objects are the same (not same shape ...
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1answer
91 views

Expectation of correlated variables

I wish to evaluate synbolically the correlation between two random variables $s_1,s_2$. They are defined by transforming four normal independent variables: $$s_1=(\eta_1+\rho\eta_2)^3+\alpha\eta_3\\ ...
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1answer
261 views

Implementing positivity constraints over a six-dimensional hypercube

This question involves the same subject matter as my previous one (How can one achieve the most accurate estimates of certain six-dimensional integrals under specific constraints?), but with another (...
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1answer
108 views

Speed up computation of a correlation matrix [closed]

I have a question about calculating a correlation matrix and processing time. In this example I read a file test.txt ...
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1answer
228 views

Evaluation of autocorrelation function [closed]

I am attempting to evaluate this double integral: Integrate[ Integrate[ Exp[-R (t1 - t2)] s[t1] s[t2], {t2, 0, t1} ], {t1, 0, t} ] where s(t) is ...
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2answers
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Determining Which Pattern Correlates with Each Sublist The Most

I would like to determine which pattern has the greatest correlation with each sublist. I have the following data: ...
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1answer
708 views

Question about how to calculate the Autocorrelation

There are at least two possibilities available on how to calculate the Autocorrelation of a one-dimensional data set. Using CorrelationFunction Using Fourier-...
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1answer
73 views

Correlation of subsets of two sets of data [closed]

For instance, I have: data1 = {{1, 2, 3}, {2, 3, 4}, {3, 4, 5}}; data2 = {{3, 2, 1}, {6, 7, 8}, {5, 4, 3}}; I want to calculate the correlation that ...
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1answer
85 views

Revealing correlation between one parameter and set of parameters.

Probably it is duplicate (but I could not fine it) or it is a question for MathOverflow. Still I would like to use Mathematica to analyze my data. In experiment I measure the parameter "P" of the set ...