Hello,
I am having a problem getting the row and column for a specific value in an array. I have about 200 data sets that each contain 400 observations. I need to correlate all of these data sets with each other and find the 100 most highly correlated pairs. Finding the 100 highest is simply a matter of using the large function but finding the pairs that give me that correlation is where I am running into some problems. Below is a simplified example of what I need to happen.
My array looks similar to this:
<tbody>
</tbody>
The results page should look something like this.
<tbody>
</tbody>
Given the large amount of data number of data points per data set (~400) all the correlations in the table will be unique. I am looking for a solution that DOESN'T require VBA but I would be amenable to using a custom function from VBA. So if anyone can provide me with a solution to getting the bolded results as show above it would be greatly appreciated.
I am having a problem getting the row and column for a specific value in an array. I have about 200 data sets that each contain 400 observations. I need to correlate all of these data sets with each other and find the 100 most highly correlated pairs. Finding the 100 highest is simply a matter of using the large function but finding the pairs that give me that correlation is where I am running into some problems. Below is a simplified example of what I need to happen.
My array looks similar to this:
A | B | C | D | E | |
E | .85 | .42 | .56 | .24 | |
D | .32 | .91 | .44 | ||
C | .76 | -.15 | |||
B | -.20 | ||||
A |
<tbody>
</tbody>
The results page should look something like this.
Correlation | Row | Column | |
1st largest | .91 | D | B |
2nd largest | .85 | E | A |
3rd largest | .76 | C | A |
<tbody>
</tbody>
Given the large amount of data number of data points per data set (~400) all the correlations in the table will be unique. I am looking for a solution that DOESN'T require VBA but I would be amenable to using a custom function from VBA. So if anyone can provide me with a solution to getting the bolded results as show above it would be greatly appreciated.