Within aspects of the present invention, correlation anomalies are calculated in four stages for a reference data set, and a target data set, respectively, the four stages are: Initially, a similarity matrix K of the variables to be diagnosed is calculated. This similarity matrix is embedded in a low-dimensional vector space in order to calculate and obtain the coordinates {z.sub.1, . . . z.sub.p} for each variable. Next, an energy value {e.sub.1, . . . e.sub.p} is calculated per variable from calculated coordinates. Lastly, a comparison is made of the energy values that have been calculated for the target data set with the energy values of that have been calculated for the reference data set in order to determine the degree of correlation anomalies that has occurred between the two data sets.