correlation table between numeric fields - Splunk Community

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Hello, all
I need to build a correlation table for numeric fields X_1 X_2 ...

X_1	X_2	X_3	X_4
*	*	*	*
*	*	*	*
*	*	*	*

Result shoud be like this:

*	X_1	X_2	X_3	X_4
X_1	c_11	c_12	*	*
X_2	c_21	c_22	*	*
X_3	*	*	*	*
X_4	*	*	*	*

Where c_ii=1 and c_ij = corr(X_ i,X_ j) correlation. define

Is there a similar tool in Splunk?

http://docs.splunk.com/Documentation/Splunk/latest/SearchReference/Correlate

I have watched it alredy but it works another way

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