RegressionCommon`
RegressionCommon`
CorrelationMatrix
As of Version 7.0, CorrelationMatrix has become a property of LinearModelFit.
CorrelationMatrix
is a possible value for the RegressionReport option for Regress and DesignedRegress which represents the estimated correlation matrix of the fit parameters.
Details and Options
- To use CorrelationMatrix, you first need to load the Regression Common Functions Package. You can do this by using Needs["LinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].
- In the regression report, the correlation matrix has the MatrixForm wrapper.
Examples
Wolfram Research (2007), CorrelationMatrix, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/CorrelationMatrix.html.
Text
Wolfram Research (2007), CorrelationMatrix, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/CorrelationMatrix.html.
CMS
Wolfram Language. 2007. "CorrelationMatrix." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/RegressionCommon/ref/CorrelationMatrix.html.
APA
Wolfram Language. (2007). CorrelationMatrix. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/RegressionCommon/ref/CorrelationMatrix.html