Miscellaneous Notes on Pre-processing:

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For Weka:

Use:

C:\Program Files\Weka-3-7>java -Xmx768m -jar weka.jar

to increase the amount of main memory used by Weka to 768m (you can specify to
use more memory as needed/available).

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For Matlab: Useful Functions:

Here I used the iris.csv dataset as an example, but you can use any other datase.

c = load('iris.csv');
cc = corr(c);
cc
ccv = cov(c);
ccv
heatmap(cc) 
  - I downloaded heatmap from Matlab Central. More specifically,
  http://www.mathworks.com/matlabcentral/fileexchange/24253-customizable-heat-maps
  - Once you get the figure, click on "Figure Properties" under "Edit".

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For Correlation / Covariance matrices, I recommend the following sources:

Tan's, Steinbach's, and Kumar's textbook slides - Chapter 2. </a>
Slides 62-63.
http://www-users.cs.umn.edu/~kumar/dmbook/dmslides/chap2_data.pdf
http://www-users.cs.umn.edu/~kumar/dmbook/dmslides/chap2_data.ppt

Tan's, Steinbach's, and Kumar's textbook slides - Chapter 3. 
Slide 25.
http://www-users.cs.umn.edu/~kumar/dmbook/dmslides/chap3_data_exploration.pdf
http://www-users.cs.umn.edu/~kumar/dmbook/dmslides/chap3_data_exploration.ppt

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For Excel:

To install the Analysis ToolPak in Excel:

Under "File"
Go to "Options"
Go to "Add-Ins"
Select Analysis ToolPak
Hit OK

To use it:

Under the "Data" tab,
Go to "Data Analysis" (on the right top part)
Select correlation and follow the steps

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