correlation(var1,var2,…,varN)

This transform takes as input any number N of numeric variables, and generates N columns each of length N containing the correlation matrix values. These values are the same as the normalized Correlation plot; for more information, see “Correlation”. Correlation values are normalized; use $covariance for unnormalized values. This special transform requires up to N output variable names, as described in “Transforms With Multiple Outputs”.