Skip to content

← statistics package

CorrelationFromCovariance

Convert a covariance matrix into a matrix of correlations.

Optionally apply significant thresholding to the values. Optionally can apply multiple comparison correction (Benjamani-Hochberg) for FDR, though this is not recommended for streaming data for performance reasons. More Info... Version 1.1.0

Ports/Properties

data

Data to process.

  • verbose name: Data
  • default value: None
  • port type: DataPort
  • value type: Packet (can be None)
  • data direction: INOUT

cov_axis

Axis between whose elements the correlation coefficient is calculated. This axis appears duplicated in the data.

  • verbose name: Axis Over Which The Correlation Is Calculated
  • default value: auto
  • port type: EnumPort
  • value type: str (can be None)

num_dof

Number of degrees of freedom. This is only needed if T-scores should be computed.

  • verbose name: Num Dof
  • default value: 100
  • port type: IntPort
  • value type: int (can be None)

fix_roundoff_errors

Fix round-off errors. If enabled, some additional steps are performed that fix correlations that should be 1/-1 but are not. This can be disabled to increase performance.

  • verbose name: Fix Roundoff Errors
  • default value: True
  • port type: BoolPort
  • value type: bool (can be None)

sig_test

Perform significance test. If given, the data will be tested for statistical significance, and correlations below the threshold will be set to 0.

  • verbose name: Significance Test
  • default value: True
  • port type: BoolPort
  • value type: bool (can be None)

fdr_corr

Perform FDR correction on the significance test, using the standard Benjamini/Hochberg correction method. Not recommended with online data for performance reasons.

  • verbose name: Fdr Correction
  • default value: False
  • port type: BoolPort
  • value type: bool (can be None)

alpha

Significance threshold. If given, a significance test will be performed.

  • verbose name: Significance Threshold
  • default value: 0.05
  • port type: FloatPort
  • value type: float (can be None)

set_breakpoint

Set a breakpoint on this node. If this is enabled, your debugger (if one is attached) will trigger a breakpoint.

  • verbose name: Set Breakpoint (Debug Only)
  • default value: False
  • port type: BoolPort
  • value type: bool (can be None)

metadata

User-definable meta-data associated with the node. Usually reserved for technical purposes.

  • verbose name: Metadata
  • default value: {}
  • port type: DictPort
  • value type: dict (can be None)