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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.
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angelotheus
Ok, Thanks for the input
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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
angelotheus
Ok, Thanks for the input
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