`correlation_method`

Back to L2.5 | Browse all axes | Browse all options

Axis correlation_method on sub-layer L2_5_C_correlation_shift (layer l2_5).

Sub-layer

L2_5_C_correlation_shift

Axis metadata

Default: 'pearson'
Sweepable: False
Status: operational

Operational status summary

Operational: 2 option(s)
Future: 0 option(s)

Options

`pearson` – operational

Pearson correlation for the shift comparison.

L2.5.C correlation method pearson.

This option configures the correlation_method axis on the L2_5_C_correlation_shift sub-layer of L2.5; output is emitted under manifest.diagnostics/l2_5/L2_5_C_correlation_shift/ alongside the other selected views.

When to use

Default linear-association measure; easiest to interpret.

References

macroforecast design Part 4: ‘diagnostic layers default-off; non-blocking; produce JSON + matplotlib views attached to manifest.diagnostics/.’

Related options: spearman

Last reviewed 2026-05-05 by macroforecast author.

`spearman` – operational

Spearman rank correlation.

L2.5.C correlation method spearman.

This option configures the correlation_method axis on the L2_5_C_correlation_shift sub-layer of L2.5; output is emitted under manifest.diagnostics/l2_5/L2_5_C_correlation_shift/ alongside the other selected views.

When to use

Robust to outliers; preferred when L2.C may have changed tail behaviour.

References

macroforecast design Part 4: ‘diagnostic layers default-off; non-blocking; produce JSON + matplotlib views attached to manifest.diagnostics/.’

Related options: pearson