Knowledge Base


Correlation Matrix

The Correlation Matrix button on the toolbar can be used to check if a correlation matrix is positive-definite and, if necessary, make minor changes.

Correlation matrices must be positive definite. See this article on multivariate distributions.

If you see #VALUE errors when constructing a multivariate distribution, your correlation matrix may be the problem. Select the matrix – just the data, with no header row or column. Then click the Correlation Matrix button on the toolbar.

If the matrix is OK, you will get a message to that effect. If not, the tool will attempt to find a close substitute that meets the criteria. You always undo the changes using Ctrl+Z.


Search the Knowledge Base

Structured Data LLC

Structured Data LLC is a software services and consulting firm founded in 2005, with offices in New York and San Francisco.

More Information?

If you'd like more information, please enter your email address below and we will get in touch.

Contact Us