Questions tagged [correlation]

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What is meant by correlation structure?

I know only about the Pearson's correlation coefficient in literature. Covariance between two random variables $X$ and $Y$ is defined as $$Cov[X, Y] = \mathbb{E}[(X - \mathbb{E}[X])(Y-\mathbb{E}[Y])]$$...
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Given a dataset with columns $x_1, x_2, \dots, x_n, y$, which algorithm can tell me which $x$ values had the biggest impact on $y$?

I have a set of data that is generated from a monolithic Monte Carlo-based program. I've set up a way to monitor the calculations of this program and output values correlating to those calculations, ...