This example defines modules to compute correlation coefficients between numeric variables and standardized values for a set of data. /* Module to compute correlations */ start corr; n=nrow(x); /* ...

Random sampling from a multivariate normal distribution is essential for Monte Carlo simulations in many credit risk models. For a portfolio of N obligors, standard methods usually require O(N2) ...

In this tutorial we begin our investigation of multivariate statistics using correlation and scatterplots. The idea is that we have two continuous variables and we want to examine the strength of the ...

Network analysis has been applied to various correlation matrix data. Thresholding on the value of the pairwise correlation is probably the most straightforward and common method to create a network ...

Correlation matrices and standard deviations are the building blocks of many of the commonly conducted analyses in published research, and AERA and APA reporting standards recommend their inclusion ...

Correlations are some of the most basic pieces of information that help investors understand market moves and build portfolios. However, they lead to some of the most unwieldy estimation problems ...

A website set up by a student at Harvard teaches us to look carefully at statistics. And it's fun at the same time. "Margarine consumption linked to divorce." If you saw that headline on a newspaper ...