chaospy.Corr

chaospy.Corr(poly, dist=None, **kws)

Correlation matrix of a distribution or polynomial.

Args:

poly (numpoly.ndpoly, Distribution):

Input to take correlation on. Must have len(poly)>=2.

dist (Distribution):

Defines the space the correlation is taken on. It is ignored if poly is a distribution.

Returns:

(numpy.ndarray):

Correlation matrix with correlation.shape == poly.shape+poly.shape.

Examples:

>>> distribution = chaospy.MvNormal(
...     [3, 4], [[2, .5], [.5, 1]])
>>> chaospy.Corr(distribution).round(4)
array([[1.    , 0.3536],
       [0.3536, 1.    ]])
>>> q0 = chaospy.variable()
>>> poly = chaospy.polynomial([q0, q0**2])
>>> distribution = chaospy.Normal()
>>> chaospy.Corr(poly, distribution).round(4)
array([[1., 0.],
       [0., 1.]])