Computes correlation matrix using Pearsonr

hanaml.PearsonrMatrix is a R wrapper for SAP HANA PAL Multivariate Analysis.

hanaml.PearsonrMatrix(data, cols = NULL)

Arguments

data

DataFrame
DataFrame containting the data.
cols

list of characters, optional
Name of the columns to analyze.
If not given, it defaults to all columns.

Value

Dataframe
Pearsonr.matrix: Pearson's correlation coefficient between any two data samples(columns), structured as follows:

  • ID: type NVARCHAR. The values of this column are the column names from cols.

  • Covariance columns:, type DOUBLE, named after the columns in cols.
    The covariance between variables X and Y is in column X, in the row with ID value Y.

Details

Computes a correlation matrix using Pearson's correlation coefficient.

Examples

Input DataFrame data:

> data$Collect()
   X    Y    Z
1  1  2.4  5.1
2  5  3.5  6.2
3  3  8.9  8.3
4 10 -1.4  9.4
5 -4 -3.5 11.5
6 11 32.8 12.6

Call the function and obtain the result:

> hanaml.PearsonrMatrix(df)
  ID         X         Y         Z
1  X 1.0000000 0.5927077 0.2119775
2  Y 0.5927077 1.0000000 0.4618840
3  Z 0.2119775 0.4618840 1.0000000