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Append value to coordinates based on correlation

Posted 10 years ago
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POSTED BY: Alejandro Braun
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if you have n of these timeseries, you will get n(n-1)/2 number of correlation factors, how do you want all these to be assigned (as z values) to n timeseries??

POSTED BY: Sander Huisman
Posted 10 years ago

Sander,

Thank you for the prompt reply! As for the last paragraph, my end goal is to create a three dimensional representation of the data, such as a sheet, where, for example all of list a's values would have something to the effect of {x,y,1} and c's values would have {x,y,2}. The lists would have z coordinates that place highly correlated lists closer to each other (along the z axis) and lists that are less or not correlated would not be near each other on the z axis. Let me know if this helps.

Sincerely, Alejandro Braun

POSTED BY: Alejandro Braun

You could calculate the correlations in one 'swoop' like this (where a,b,c,d are your variables of any length):

Correlation @@@ Subsets[{a, b, c, d}[[All, All, 2]], {2}]

I'm not really sure what you want to do then with those values, I don't understand your last paragraphs really...

POSTED BY: Sander Huisman
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