correlation_matrix
Get the correlation matrix of an input dataset.
obb.econometrics.correlation_matrix(data: Union[list, dict, pd.DataFrame, List[pd.DataFrame], pd.Series, List[pd.Series], numpy.ndarray, Data, List[Data]])
Parameters
- Standard
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | List[Data] | Input dataset. | None | False |
Returns
Correlation matrix.