hanaml.CovarianceMatrix is a R wrapper for PAL Multivariate Analysis.

hanaml.CovarianceMatrix(data, cols = NULL)

Arguments

data

DataFrame
DataFrame containting the data.

cols

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

Value

Dataframe
covariance.matrix: Dataframe containing the covariance 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 Covriance matrix between any two data samples (columns).

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.CovarianceMatrix(data)
  ID        X         Y      Z
1  X 31.86667  44.47333  3.500
2  Y 44.47333 176.67767 17.957
3  Z  3.50000  17.95700  8.555

OR:
> hanaml.CovarianceMatrix(data = data, cols = list("X", "Y"))
  ID        X         Y
1  X 31.86667  44.47333
2  Y 44.47333 176.67767