How to calculate Correlation value on Auto Model?

angelotheus

When I use Auto Model, there are Correlation value, ID-ness value, ect. I would like to know the formula how to get the correlation value. 

angelotheus

Ok, Thanks for the input

sgenzer

hi @angelotheus I believe it is standard Pearson correlation coefficient ("r") that is used. Nothing fancy.

Scott

angelotheus

How can I use rapidminer operator to produce the value?

sgenzer

just use the "correlation matrix" operator

angelotheus

Yes, if use correlation matrix operator will give us the number. However, I would like to know how to calculate the number?

kypexin

Hi @angelotheus

There are pretty many online resources explaining that topic, like:  

https://study.com/academy/lesson/pearson-correlation-coefficient-formula-example-significance.html
https://www.thoughtco.com/how-to-calculate-the-correlation-coefficient-3126228

 

MartinLiebig

And to add here,

the executed code is available here: https://github.com/rapidminer/rapidminer-studio/blob/master/src/main/java/com/rapidminer/tools/math/MathFunctions.java line 194 following.

BR,

Martin