1. Likewise, the correlations can be placed in a correlation matrix . 2. We calculate the correlation matrix between channels for each trial separately. 3. The resulting model coefficients are based on the correlation matrix averaged over trials. 4. These diagonal elements of the reduced correlation matrix are known as " communalities ": 5. Quantization is a statement about the trace of the correlation matrix in redshift space. 6. The square of these lengths are just the diagonal elements of the reduced correlation matrix . 7. The correlation matrix has a form: 8. Large values of the communalities will indicate that the fitting hyperplane is rather accurately reproducing the correlation matrix . 9. Step 3 : Compute the cross correlation for all the stocks and create a cross correlation matrix Cij. 10. The purpose is to simplify the correlation matrix by using hypothetical underlying factors to explain the patterns in it.
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