correlation

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3-day rolling correlation calculation in MATLAB

I need to calculate 3-day correlation. A sample matrix is given below. My problem is that IDs may not be in the universe every day.For example, AAPL may always be in universe but a company - CCL may b[详细]

2023-03-12 04:44 分类：问答
Matlab Cross correlation vs Correlation Coefficient question

I\'m writing a program in C++ but using data from matlab involving Cross Correlation. I understand that when I do a correlation on 2 sets of data it gives me a single correlation coefficient number in[详细]

2023-03-11 02:55 分类：问答
Matlab: How to generate a 4x1 matrix of random variables, assuming a 4x4 correlation matrix?

I start with 4 time series开发者_高级运维, labelled A, B, C, D. I generate the following: A 4x1 matrix of means.[详细]

2023-03-11 01:14 分类：问答
Initializing correlation set on direct bound receive

I have a singleton orchestration which I want to process every message of type X coming into the messagebox. It doesn\'t matter where these messages are coming from (orchestrations or receive ports),[详细]

2023-03-08 19:30 分类：问答
How do I use Correlation in WF4 StateFlow (Platform Update 1)

I have a WF Service (CustomerProvisioningService) that receives a Request message and immediately runs up a StateFlow 开发者_Go百科(CustomerProvisioningStateFlow) and which is marked as CanCreateInsta[详细]

2023-03-05 10:00 分类：问答
Pearson Correlation problem

I\'m not sure which figures to use below in a problem Im trying to solve that involves using the Pearson Correlation formula.[详细]

2023-03-04 05:16 分类：问答
Correlation matrix to set of vectors

I try to calculate the correlation matrix of a set of histogram vectors. But the result is a truncated version of what I (think) I want. I have 200 histograms by 32 bins each. The resu开发者_JAVA技巧l[详细]

2023-03-03 04:50 分类：问答
Function that converts a vector of numbers to a vector of standard units

Is there a function that given a vector of numbers, returns another vector with the standard units corresponding to each value?[详细]

2023-03-02 04:56 分类：问答
Canonical Correlation Analysis in R

I\'m using R (and package CCA) and trying to perform regularized canonical correlation analysis with two variable sets (species abundances and food abundances stored as the two matrices Y and X, respe[详细]

2023-03-01 17:50 分类：问答
Is there a library that implements a fast maximum rank correlation estimator?

I\'m looking for an implementation of a fast maximum rank correlation (MRC) estimator. This will be applied to large-ish sparse matrices (~100,000 by 10,000) in a text-mining application.[详细]

2023-02-24 19:42 分类：问答