CORREL Process

• CORREL Process
• • Process Overview
  • Statistics
  • • Correlation Coefficient
    • Covariance
    • F Ratio Test
    • Paired t Test
    • Pooled t test
  • Input Files
  • Output Files
  • Fields
  • Example
  • Error and Warning Messages

To access this process:

• View the Find Command screen, select CORREL and click Run.
• Enter "CORREL" into the Command Line and press <ENTER>.

See this process in the Command Table

Process Overview

Calculates bivariate statistics on pairs of numeric fields in a file. All results are output as the bottom left-hand triangle of a full two-dimensional matrix. Output is written to the display, and includes the following:-

• a summary of the mean and variance of each numeric field.

• sample number matrix.

• correlation matrix.

• covariance matrix.

• F ratio matrix.

• paired t test matrix.

The sample number matrix contains the number of pairs of samples for each pair of fields. This shows when one or other of the fields has absent data values. If none of the records contain missing data then all the elements of the matrix will contain the same value.

The mean and variance of each field shown in the summary statistics are calculated using all the available data, whereas the matrices are calculated using only data where neither sample is missing. Thus if there is missing data it is not possible for example to calculate the correlation coefficient from the covariance and variances. Bivariate statistics are calculated by default for all pairs of numeric fields. Thus if for example the data file contains sample co-ordinates statistics will be calculated for the X and Y co-ordinates.

Also see this online Knowledge Base article (Internet connection required).

Statistics

Correlation Coefficient

The correlation coefficient is a number between -1 and 1 which measures the degree to which two variables are linearly related. If there is perfect linear relationship with positive slope between the two variables, we have a correlation coefficient of 1; if there is positive correlation, whenever one variable has a high (low) value, so does the other. Further details are available from:

http://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient

http://www.stats.gla.ac.uk/steps/glossary/paired_data.html

Covariance

Covariance provides a measure of the strength of the correlation between two or more sets of random variables. For example between Au and Ag in a set of samples. Further details are available from:

http://mathworld.wolfram.com/Covariance.html

F Ratio Test

The F Ratio test determines whether the variances of two sets of measured values with different numbers of samples are significantly different from each other. For example to compare the variance of Au grades for samples in rock types A and B . Further details are available from:

http://www.acastat.com/Handbook/14.html

http://www.itl.nist.gov/div898/handbook/eda/section3/eda3673.htm

Paired t Test

The paired t test determines whether two paired sets of measured values are significantly different from each other. For example if a set of samples are analysed by two laboratories and you want to test whether there is a difference between them. Further details are available from:

http://www.itl.nist.gov/div898/handbook/prc/section3/prc311.htm

http://udel.edu/~mcdonald/statpaired.html

http://mathworld.wolfram.com/Pairedt-Test.html

Pooled t test

The pooled t test determines whether two sets of measured values with different numbers of samples are significantly different from each other. For example to compare the mean Au grade for samples in rock types A and B . Further details are available from:

http://www.itl.nist.gov/div898/handbook/eda/section3/eda353.htm

http://www.stat.yale.edu/Courses/1997-98/101/meancomp.htm

Input Files

Name	Description	I/O Status	Required	Type
IN	Input file.	Input	Yes	Undefined
FIELDLST	File to supply selected fields.	Input	No	Undefined

Output Files

Name

I/O Status

Required

Type

Description

Fields

Name	Description	Source	Required	Type	Default
F1	First field to be correlated. No fields specified means all.	IN	No	Numeric	Undefined
F2	Second field to be correlated.	IN	No	Numeric	Undefined
F3	Third field to be correlated.	IN	No	Numeric	Undefined
F4	Fourth field to be correlated.	IN	No	Numeric	Undefined
F5	Fifth field to be correlated.	IN	No	Numeric	Undefined
F6	Sixth field to be correlated.	IN	No	Numeric	Undefined
F7	Seventh field to be correlated.	IN	No	Numeric	Undefined
F8	Eighth field to be correlated.	IN	No	Numeric	Undefined
F9	Ninth field to be correlated.	IN	No	Numeric	Undefined
F10	Tenth field to be correlated.	IN	No	Numeric	Undefined
FIELDNAM	Field in FIELDLST to identify selected fields.	FIELDLST	No	Character	Undefined

Example

!CORREL    &IN(SAMPLES)  

Error and Warning Messages

Message	Description
ERR 122 <<< ( fileno) IN CORREL	No numeric fields in file, or fields specified were not numeric. Fatal; the process is terminated.
ERR 121 <<< ( fileno) IN CORREL	File read error. Fatal; the process is terminated.