name: op-mat-correlation
description: Correlation matrix of a vector's numeric members — Pearson (default), Spearman or Kendall tau-b via params.method — listwise or pairwise, weighted; one MatrixResult per spec (per group bucket when grouped), no p-values.
kind: operator
category: MAT
operator: MAT_CORRELATION
type: reference
applies_to: process, compose, predict
examples_tags: [matrix, correlation-analysis]
Slot: matrices[i] {type, vector | fields, params, weight, encoding}; members as for op-mat-covariance.
Use when
How closely every pair of numeric fields moves together, in a line or in rank order, as one square table of values from -1 to 1.
Questions it answers:
- Which of these ten rating items go together most strongly?
- How do the sensor readings line up with one another, pair by pair?
Use something else:
TEST_PEARSON_Rwhen you need a p-value or confidence interval for one pair.
Params
| Name | Type | Default | Description |
|---|---|---|---|
method | pearson | spearman | kendall | pearson | Rank methods: buffered, serial. |
missing | listwise | pairwise | listwise | Pairwise: per-pair rows (rank methods re-rank per pair). |
max_drop_share | 0–1 | none | Listwise drop-share warning. |
summary.top_pairs | int ≥ 1 | none | k strongest pairs. |
weight | slot weight | inherited | Pearson: both kinds; rank: frequency only. null opts out. |
encoding | full | upper | full | upper: row r holds p − r cells. |
Inputs
Integer / float members; packed_bool under coerce: "binary".
Output
primary: r (ρ / τ-b under a rank method) in [−1, 1], diagonal 1; a zero-spread member’s row and column are null. scalars.determinant (null unless PD); pairwise auxiliary.n (pair N); warnings. vectors.top_pairs [{row, col, r, n}]: by |r| desc, ties in axis order, no diagonal / null pairs.
Reading the output
primary.values: Each off-diagonal cell is the correlation of its row and column members under params.method, from -1 to +1. pearson (default): r, how closely the two follow a straight line together; spearman: rho, r on the members’ ranks, how steadily one rises or falls with the other; kendall: tau-b, the share of agreeing minus disagreeing row pairs, tie-adjusted. 0 means no such link. The diagonal is 1.- Bands (Cohen (1988), absolute value): very small below 0.1; small 0.1 to 0.3; medium 0.3 to 0.5; large 0.5 and above.
Components
components.matrices[i]: n, n_null, n_listwise_dropped; pairwise min_pair_n / max_pair_n; weighted sum_weights, n_eff, n_weight_invalid.
Gotchas
- Each cell is the matching two-field test (Pearson, Spearman, Kendall) over its pair’s rows. No p-values (
auxiliary.parrives with U28): run the test per pair. Weight-0 rows count inn, add no mass. - Rank methods: predict
streamable/mergeablefalse; a probability weight isPULSE_WEIGHT_UNSUPPORTED. Kendall τ-b runs smaller than ρ. - Pairwise r at p ≥ 3 can be non-PSD (predict
pairwise_psd_risk) →PULSE_MATRIX_NOT_PSD; also_INSUFFICIENT_N,_ZERO_VARIANCE,_LISTWISE_HEAVY_DROP. - Refusals and grouping:
matrix-results.
See
pulse_examples_search tags=[matrix, correlation-analysis]- Skills:
matrix-results,op-mat-covariance,weighting