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correlation table between numeric fields

Explorer

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?

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Explorer

I have watched it alredy but it works another way

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