How can I run a weighted correlation in Julia?
In Stata, you can run corr x y [aw=weight] to find correlations between columns x and y using weight as the weights. I can't find the same functionality in Julia.
Weighted correlation in julia
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1 Answers
This is the way to do it:
julia> using Statistics, StatsBase
julia> x = [1 2
3 4
1 -2
3 -4
5 -6]
5×2 Matrix{Int64}:
1 2
3 4
1 -2
3 -4
5 -6
julia> cor(x, Weights([1,1,0,0,0]))
2×2 Matrix{Float64}:
1.0 1.0
1.0 1.0
julia> cor(x, Weights([0,0,1,1,1]))
2×2 Matrix{Float64}:
1.0 -1.0
-1.0 1.0
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