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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)