g02bwc calculates a matrix of Pearson product-moment correlation coefficients from sums of squares and cross-products about the mean for observations on
$m$ variables which can be computed by a single call to
g02buc or a series of calls to
g02btc. The sums of squares and cross-products are stored in an array packed by column and are overwritten by the correlation coefficients.
Let
${c}_{jk}$ be the cross-product of deviations from the mean, for
$\mathit{j}=1,2,\dots ,m$ and
$\mathit{k}=j,\dots ,m$, then the product-moment correlation coefficient,
${r}_{jk}$ is given by
None.
The accuracy of
g02bwc is entirely dependent upon the accuracy of the elements of array
r.
A program to calculate the correlation matrix from raw data. The sum of squares and cross-products about the mean are calculated from the raw data by a call to
g02buc. The correlation matrix is then calculated from these values.