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# ncalm/excel-lambda-CORRELMATRIX.txt

Created June 1, 2022 18:28
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This Excel lambda function calculates a correlation matrix for a range of data, optionally using either the Pearson or Spearman Ranked correlation
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 /* CORRELMATRIX Returns a correlation matrix Inputs: x - an array of 2:n numeric columns of equal size for which to calculate the correlation of each pair of 2 columns has_header - TRUE if the first row of x contains column headers. If omitted or FALSE, x is assumed to not include a header row ranked - if TRUE, calculate the Spearman Ranked Correlation Coefficient. If FALSE or omitted, calculate the Pearson Correlation Coefficient */ CORRELMATRIX =LAMBDA(x,[has_header],[ranked], IF(COLUMNS(x())<2,"x must be at least 2 columns", LET( _c,COLUMNS(x()), _hashead,IF(ISOMITTED(has_header),FALSE,has_header), _head,IF(_hashead,INDEX(x(),1,),"Column "&SEQUENCE(1,_c)), _rnkd,IF(ISOMITTED(ranked),FALSE,ranked), _corner,IF(_rnkd,"Spearman ranked","Pearson"), _nohead,LAMBDA(arr,INDEX(arr,2,):INDEX(arr,ROWS(arr),)), _r,ROWS(x())-IF(_hashead,1,0), _ranks,IF( _rnkd,MAKEARRAY(_r,_c, LAMBDA(r,c, LET( _x,IF(_hashead,_nohead(x()),x()), RANK.AVG( INDEX(_x,r,c), INDEX(_x,,c) ) ) ) ), IF( _hashead, _nohead(x()), x() ) ), _cor,MAKEARRAY(_c+1,_c+1, LAMBDA(r,c, IFS( AND(r=1,c=1),_corner, r=1,INDEX(_head,1,c-1), c=1,INDEX(_head,1,r-1), TRUE,CORREL( INDEX(_ranks,,r-1), INDEX(_ranks,,c-1) ) ) ) ), _cor ) ) );
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