How does correlate command work?

[emaccaferri]

Hi!

I would like to know how the correlation percentage between fields is obtained and so on.
Is it possible?
I know that I can read the Python script of some commend like X11, but I couldn't find Correlate.

Thank you,
Erica

[jtrucks]

The command seems imbedded in the splunkd binary, but the process is a mathematical construct. For some details on how that statistical approach can work, check out the Statistical Models for Co-occurrence Datapaper written by Hofmann and Puzicha in 1998. I am not sure if these methods are employed in that manner or if the command written by Splunk engineers employs other methods.

Also see the correlate command documentation, which is rather sparse to date.