--- myst: substitutions: sentence: "" --- ```{include} /../core/dataserver/statistics/correlation_matrix.md ``` Correlation matrices are computed in a 3 steps procedure detailed below: - An overall $M$ matrix is created and filled, every line being a new entry while every column is a variable - This matrix is centred and reduced: for every variable under consideration $\mu_{x}$ is subtracted and the results is divided by $\sigma_{x}$. - The resulting correlation matrix is obtained from the product ${}^t \!M \times M$