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Hello experts, I would like to calculate the pearson correlation between all my fields ?

New Member

I visited the documentation and I see that we can only compute the pearson correlation between two fields at a time with command |score pearsonr field_a against field_b . How can I computer the pearson correlation between all the fields in my data ? Assuming I have a dataset with 5 columns, my output should give me 32 pairs of pearson correlations.

In a programming language this can be easily coded with a double for loop. I am wondering how to do this in splunk.

Thank you

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Explorer

Hi Faisal,

I managed to do that yesterday following these steps from the MLTK documentation:

https://docs.splunk.com/Documentation/MLApp/5.1.0/API/CorrelationMatrix

Hope it helps!

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