Distance measures for Cluster Variables

Correlation

For the correlation method, distance is calculated as follows:

d_ij = 1 − ρ_ij

Term	Description
d_ij	distance matrix
ρ_ij	Pearson product moment correlation between variables i and j

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

d_ij = 1 − | ρ_ij |

Term	Description
d_ij	distance matrix
ρ_ij	Pearson product moment correlation between variables i and j