It's probably worth learning PDL. That seems to be the cool thing. If you have real data. I couldn't figure it out for lack of something to do with it.

On the other hand, it's not that hard to do these by hand. Particularly in perl. 

  use strict;
  use List::Util qw(sum);
  my @d    = ( 1 .. 10_000 );
  my $s    = sum @d;
  my $mean = $s/@d;
  my $var  = (sum map { ($_-$mean)**2 } @d);
  my $std  = sqrt($var/@d);

# etc...

[download]

... The more I think about it though, if you're pulling these from a database, you don't really even need to do the stddev by hand. I imagine your database of choice has a stddev() built in. The co-varience would probably have to be calculated by hand though. Maybe "select sum( (cola - avg(cola))*(colb - avg(colb))/count(cola) ) from tablename" ... or something like that.

-Paul

In reply to Re: Correlation plots by jettero
in thread Correlation plots by Win

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