Distance measures for Cluster Variables

Correlation

For the correlation method, distance is calculated as follows:

dij = 1 − ρij

Notation

TermDescription
dijdistance matrix
ρij Pearson product moment correlation between variables i and j

Absolute correlation

For the absolute correlation method, distance is calculated as follows:

dij = 1 − | ρij |

Notation

TermDescription
dijdistance matrix
ρij Pearson product moment correlation between variables i and j
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