nstatistics/stats/correlation-matrix.js

Solve equations using numerical methods, linear álgebra and solver of linear equation system

module.exports = function correlationMatrix() {
    const media = this.media();
    const data = this.dataMatrix().map((item, i, j) => item - media._(j, 1));
    return data.trans().x(data).x(1 / (this.ndata - 1)).map(Math.sqrt);
};