Pearson correlation-coefficient matrix.
Composite of cov divided by the outer product of the
per-variable standard deviations:
Diagonal entries are 1.0 (up to floating-point); off-diagonal
entries fall in .
Parameters
inputTensorShape
(N,) for a single-variable degenerate case, or
(N, M) for N variables observed at M time points.Returns
TensorShape (N, N) Pearson correlation matrix.
See Also
cov—raw covariance matrix without the std-normalisation.