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The SimulationCorrelationMatrix function returns an array of correlations among several variates – usually the output of several Multivariate distribution functions.

You can do the same thing using several SimulationCorrelation functions – this function makes it easier because you don’t have to adjust the references for each cell, and you only have to type in one function.

Because this function returns an Array, when you enter it you must press Ctrl+Shift+Enter. You’ll see the function in the function bar has braces around it – something like

{=SimulationCorrelationMatrix( A1, C3 )}

The output range should be a square reference, with each side the length of the number of variables. So if you are looking at the correlation among 4 variables, select a 4x4 range for the output.

By default, the function will return only the lower-triangular matrix of correlations. This is easier to read than the full matrix. If you need the full matrix, set the second argument to TRUE (or any non-zero value).

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