R: Correlation

hanaml.Correlation {hana.ml.r}

R Documentation

Correlation

Description

hanaml.Correlation is a R wrapper for PAL correlation.

Usage

hanaml.Correlation(conn.context,
                          data,
                          key,
                          cols,
                          thread.ratio = NULL,
                          method = NULL,
                          max.lag = NULL,
                          calculate.pacf = NULL)

Arguments

`conn.context`	`ConnectionContext` Connection to SAP HANA System
`data`	`DataFrame` Dataset used for correlation calculation.
`key`	`character` Name of the ID column in data.
`cols`	`list of character, optional` Specifies the columns in data for correlation calculation. If only one column is specified, then the auto-correlation of that column will be calculated. Defaults to the 1st non-ID column in data.
`thread.ratio`	`double, optional` Controls the proportion of available threads to use. The ratio of available threads. `0`: single thread. `0~1`: percentage. `Others`: heuristically determined. Defaults to -1.
`method`	`("auto", "brute_force", "fft"), optional` Indicates the method to be used to calculate the correlation function. Defaults to 'auto', i.e. automatically determined.
`max.lag`	`integer, optional` Maximum lag for the correlation function. Defaults to sqrt(n), where n is the data number.
`calculate.pacf`	`logical, optional` Controls whether to calculate PACF or not. Valid only when only one series is provided. Defaults to 1.

Value

DataFrame

LAG: ID column.
CV: ACV/CCV.
CF: ACF/CCF.
PACF: PACF. Null if cross-correlation is calculated.

Examples

## Not run: 
Input DataFrame data:
> data$Collect()
    TIMESTAMP  Y
 1          1 88
 2          2 84
 3          3 85
 4          4 85
 5          5 84
 6          6 85
 7          7 83
 8          8 85
 9          9 88
 10         9 89

Invoke the function:
>  cr <- hanaml.Correlation(conn, data, key="TIMESTAMP",
                            cols = c("Y"),
                            thread.ratio = 0.4,
                            method = 'auto',
                            calculate.pacf = TRUE)

Output:
> cr$Collect()
  LAG     CV          CF       PACF
1   0  3.640  1.00000000  1.0000000
2   1  0.924  0.25384615  0.2538462
3   2 -0.292 -0.08021978 -0.1546211
4   3 -0.628 -0.17252747 -0.1201993

## End(Not run)

[Package hana.ml.r version 1.0.8 Index]