Correlation Matrix Calculator

Online statistics calculator which calculates the correlation matrix value from the given nxn matrix.

Correlation Matrix Calculation

Enter N x N Matrix =
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Formula : 1) Sum of Squared Matrix
1/ (n-1) SSxx SSxy SSxz
SSyx SSyy SSyz
SSzx SSzy SSzz
Where, n = N x N Matrix Value SSxx = ∑(xi - x̄)2 SSxy = ∑(xi - x̄) X (yi - ȳ) |||ly, SSyz = ∑(yi - ȳ) X (zi - z̄) 2) Correlation Matrix
1 Pxy Pxz
Pyx 1 Pyz
Pzx Pzy 1
Where, n = N x N Matrix Value Pxy = SSxy / √(SSxx X SSyy)

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