Shape · Statistics

Correlation Matrix

Shows how strongly each pair of number columns moves together, as a grid of values from −1 to 1.

Also known as: Pearson, Spearman

How it works

Columns limits the matrix; empty means every numeric column. Method is Pearson by default, or Spearman or Kendall. The output has one row per column, labelled in a column column, and one column per column, so the diagonal is 1. Min periods applies to Spearman and Kendall: each pair drops rows where either value is NULL and returns NULL when fewer rows than that remain; it defaults to 1. Pearson runs as SQL; the other two run on the desktop in Python.

Inputs and outputs

Inputs

  • data — Table

Outputs

  • data — Table

Settings

The Attributes panel of Correlation Matrix, as in the app: the controls work, but nothing runs — there is no data behind it.

The same settings, as the Assistant writes them
{
  columns: string[]
  method: 'pearson'|'spearman'|'kendall'
  minPeriods?: number
}

Example

Check whether price, footfall and sales move together: columns price, footfall, sales, method Pearson.

columnpricefootfallsales
price1.0-0.21-0.48
footfall-0.211.00.83
sales-0.480.831.0