
1. Re: How can I compute a matrix of correlation coefficients?
Jim Olness Apr 8, 2013 4:54 PM (in response to Jim Olness)(twbx example file attached)

Correlation Example.twbx.zip 21.6 KB


2. Re: How can I compute a matrix of correlation coefficients?
colum.mccoole Jul 26, 2013 2:02 AM (in response to Jim Olness)Jim. Did you ever get a satisfactory solution to your problem? It's partly related to something I was trying to do here: http://community.tableau.com/thread/129350
So I thought I would ask.
Thanks,
Colum

3. Re: How can I compute a matrix of correlation coefficients?
gioel.molinari Nov 26, 2013 8:28 PM (in response to Jim Olness)I also would be interested in this solution  just cross correlation matrix between N time series. Does not need to be rolling although thats a plus.

4. Re: How can I compute a matrix of correlation coefficients?
Bora Beran Dec 10, 2013 1:21 AM (in response to Jim Olness)I have an example on my blog which should do what you are asking for
Creating a correlation matrix in Tableau using R or Table Calculations
In this case, for each item along the axis, the series of values consists of different variables, instead of those in your case there would be timestamps. Using the correct addressing and partitioning is the key in getting the expected results.

5. Re: How can I compute a matrix of correlation coefficients?
colum.mccoole Dec 10, 2013 1:42 AM (in response to Bora Beran)Thank you Bora. I will take a look.