def corrmatrix(mat):
"""Correlation Matrix"""
size = len(mat)
return util.list2matrix(map(lambda (i,j): corr(mat[i], mat[j]),
util.range2(size, size)),
size, size)
def covmatrix(mat):
"""Covariance Matrix"""
size = len(mat)
return util.list2matrix(map(lambda (i,j): covariance(mat[i], mat[j]),
util.range2(size, size)),
size, size)
