pub fn correlation_matrix(
columns: &[Vec<f64>],
method: CorrelationMethod,
) -> Result<Vec<Vec<f64>>, StatsError>Expand description
Correlation matrix of columns (each inner slice is one variable’s values,
all the same length). The diagonal is exactly 1.0; any pair with a
constant column yields f64::NAN in that cell (so a chart can render it as a
distinct “undefined” color) rather than erroring out the whole matrix.
§Errors
StatsError::EmptyInputif there are no columns.StatsError::LengthMismatchif the columns are not all the same length.