corrcoef

Builtin index · Statistics & ML

result = corrcoef(M)

Input: M · Output: result

What it is

Called on an N-row, D-column matrix or table M, returns the full (D, D) matrix of pairwise Pearson correlations between its columns. For two length-N vectors x/y, use corr(x, y) instead, which returns their correlation as a single number. corr_heatmap draws the same corrcoef numbers as a plot.

Overloads

One call shape — this function is not overloaded.

Code	Input	Output	Description
`result = corrcoef(M)`	`M` matrix, vector, or numbernot documented yet	`result` Mat	Returns a `(D, D)` `Mat`, symmetric with ones down the diagonal.

Examples

From the documentation, and run by the build -- the output and the figure below are what the engine actually produced. Simplest first.

print("corrcoef matrix:\n{round(corrcoef(X), 3)}")

m = ols_model(X, y)
yhat = m.predict(X)
print("mae: {round(mae(y, yhat), 4)}, mse: {round(mse(y, yhat), 4)}")

cm = knn_model(Xc, yc, 5, kind = "classification")
predc = cm.predict(Xc)
print("precision: {round(precision(yc, predc), 3)}")
print("recall:    {round(recall(yc, predc), 3)}")
print("f1:        {round(f1(yc, predc), 3)}")

folds = k_fold(X, y, 4)
print("k_fold: {len(folds)} folds, first fold trains on {rows(folds[0].X_train)} rows")

stab = cv_stability(Xc, yc, n_repeats = 5, cv_folds = 3)
print("cv_stability: {round(mean(stab), 3)} +/- {round(std(stab), 3)}")

ab = ablation_study(Xc, yc, cv_folds = 3)
print("ablation_study scores: {round(ab, 4)}")
print("rfe keeps:             {rfe(Xc, yc, 1)}")
print("mutual_info_classif:   {round(mutual_info_classif(Xc, yc, k = 3), 4)}")
print("astar_mrmr keeps:      {astar_mrmr(Xc, yc, 1)}")
print("permutation_importance: {round(permutation_importance(m, X, y, n_repeats = 5), 4)}")

output

corrcoef matrix:
[1, -0.119, 0.007; -0.119, 1, -0.036; 0.007, -0.036, 1]
mae: 0.0847, mse: 0.011
precision: 0.995
recall:    0.995
f1:        0.995
k_fold: 4 folds, first fold trains on 90 rows
cv_stability: 0.908 +/- 0.012
ablation_study scores: [0.2401, 0.1301]
rfe keeps:             [0]
mutual_info_classif:   [0.2398, 0.1939]
astar_mrmr keeps:      [0]
permutation_importance: [1.5394, 0.3327, 0.0947]

from statistics-ml

How it works

corrcoef(X) — the full pairwise Pearson correlation matrix of a data matrix X (rows = samples, cols = features): an NxN Mat (N = number of columns) whose [i,j] entry is corr(X[:,i], X[:,j]). Symmetric with a diagonal of 1s. Distinct from corr_heatmap/corrplot, which do the same computation over a Table's numeric columns and push a plot Heatmap directly rather than returning the matrix value — heatmap(corrcoef(X)) recombines the two.

From the note above this builtin in the interpreter, where the reasoning was written down as it was built.