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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​

NameTypeDescriptionDefaultOptional
dataList[Data]Input dataset.NoneFalse

Returns​

Correlation matrix.

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