blob: cb92eaafa7beadc4b83570c242bf67cff68e785e [file] [log] [blame]
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.4"/>
<title>MADlib: correlation.sql_in Source File</title>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="navtree.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="resize.js"></script>
<script type="text/javascript" src="navtree.js"></script>
<script type="text/javascript">
$(document).ready(initResizable);
$(window).load(resizeHeight);
</script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/javascript">
$(document).ready(function() { searchBox.OnSelectItem(0); });
</script>
<script type="text/x-mathjax-config">
MathJax.Hub.Config({
extensions: ["tex2jax.js", "TeX/AMSmath.js", "TeX/AMSsymbols.js"],
jax: ["input/TeX","output/HTML-CSS"],
});
</script><script src="../mathjax/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
<tbody>
<tr style="height: 56px;">
<td style="padding-left: 0.5em;">
<div id="projectname">MADlib
&#160;<span id="projectnumber">1.1</span> <span style="font-size:10pt; font-style:italic"><a href="../latest/./correlation_8sql__in_source.html"> A newer version is available</a></span>
</div>
<div id="projectbrief">User Documentation</div>
</td>
</tr>
</tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.4 -->
<script type="text/javascript">
var searchBox = new SearchBox("searchBox", "search",false,'Search');
</script>
<div id="navrow1" class="tabs">
<ul class="tablist">
<li><a href="index.html"><span>Main&#160;Page</span></a></li>
<li><a href="modules.html"><span>Modules</span></a></li>
<li class="current"><a href="files.html"><span>Files</span></a></li>
<li>
<div id="MSearchBox" class="MSearchBoxInactive">
<span class="left">
<img id="MSearchSelect" src="search/mag_sel.png"
onmouseover="return searchBox.OnSearchSelectShow()"
onmouseout="return searchBox.OnSearchSelectHide()"
alt=""/>
<input type="text" id="MSearchField" value="Search" accesskey="S"
onfocus="searchBox.OnSearchFieldFocus(true)"
onblur="searchBox.OnSearchFieldFocus(false)"
onkeyup="searchBox.OnSearchFieldChange(event)"/>
</span><span class="right">
<a id="MSearchClose" href="javascript:searchBox.CloseResultsWindow()"><img id="MSearchCloseImg" border="0" src="search/close.png" alt=""/></a>
</span>
</div>
</li>
</ul>
</div>
<div id="navrow2" class="tabs2">
<ul class="tablist">
<li><a href="files.html"><span>File&#160;List</span></a></li>
<li><a href="globals.html"><span>File&#160;Members</span></a></li>
</ul>
</div>
</div><!-- top -->
<div id="side-nav" class="ui-resizable side-nav-resizable">
<div id="nav-tree">
<div id="nav-tree-contents">
<div id="nav-sync" class="sync"></div>
</div>
</div>
<div id="splitbar" style="-moz-user-select:none;"
class="ui-resizable-handle">
</div>
</div>
<script type="text/javascript">
$(document).ready(function(){initNavTree('correlation_8sql__in_source.html','');});
</script>
<div id="doc-content">
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
onmouseover="return searchBox.OnSearchSelectShow()"
onmouseout="return searchBox.OnSearchSelectHide()"
onkeydown="return searchBox.OnSearchSelectKey(event)">
<a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(0)"><span class="SelectionMark">&#160;</span>All</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(1)"><span class="SelectionMark">&#160;</span>Files</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(2)"><span class="SelectionMark">&#160;</span>Functions</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(3)"><span class="SelectionMark">&#160;</span>Groups</a></div>
<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0"
name="MSearchResults" id="MSearchResults">
</iframe>
</div>
<div class="header">
<div class="headertitle">
<div class="title">correlation.sql_in</div> </div>
</div><!--header-->
<div class="contents">
<a href="correlation_8sql__in.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span>&#160;<span class="comment">/* ----------------------------------------------------------------------- */</span><span class="comment">/**</span></div>
<div class="line"><a name="l00002"></a><span class="lineno"> 2</span>&#160;<span class="comment"> *</span></div>
<div class="line"><a name="l00003"></a><span class="lineno"> 3</span>&#160;<span class="comment"> * @file correlation.sql_in</span></div>
<div class="line"><a name="l00004"></a><span class="lineno"> 4</span>&#160;<span class="comment"> *</span></div>
<div class="line"><a name="l00005"></a><span class="lineno"> 5</span>&#160;<span class="comment"> * @brief SQL functions for correlation computation</span></div>
<div class="line"><a name="l00006"></a><span class="lineno"> 6</span>&#160;<span class="comment"> * @date April 2013</span></div>
<div class="line"><a name="l00007"></a><span class="lineno"> 7</span>&#160;<span class="comment"> *</span></div>
<div class="line"><a name="l00008"></a><span class="lineno"> 8</span>&#160;<span class="comment"> * @sa For a brief introduction to correlation, see the</span></div>
<div class="line"><a name="l00009"></a><span class="lineno"> 9</span>&#160;<span class="comment"> * module description \ref grp_correlation</span></div>
<div class="line"><a name="l00010"></a><span class="lineno"> 10</span>&#160;<span class="comment"> *</span></div>
<div class="line"><a name="l00011"></a><span class="lineno"> 11</span>&#160;<span class="comment"> */</span><span class="comment">/* ----------------------------------------------------------------------- */</span></div>
<div class="line"><a name="l00012"></a><span class="lineno"> 12</span>&#160;</div>
<div class="line"><a name="l00013"></a><span class="lineno"> 13</span>&#160;m4_include(`SQLCommon.m4<span class="stringliteral">&#39;)</span></div>
<div class="line"><a name="l00014"></a><span class="lineno"> 14</span>&#160;<span class="stringliteral"></span></div>
<div class="line"><a name="l00015"></a><span class="lineno"> 15</span>&#160;<span class="stringliteral"></span><span class="comment"></span></div>
<div class="line"><a name="l00016"></a><span class="lineno"> 16</span>&#160;<span class="comment">/**</span></div>
<div class="line"><a name="l00017"></a><span class="lineno"> 17</span>&#160;<span class="comment">@addtogroup grp_correlation</span></div>
<div class="line"><a name="l00018"></a><span class="lineno"> 18</span>&#160;<span class="comment"></span></div>
<div class="line"><a name="l00019"></a><span class="lineno"> 19</span>&#160;<span class="comment"></span></div>
<div class="line"><a name="l00020"></a><span class="lineno"> 20</span>&#160;<span class="comment">@about</span></div>
<div class="line"><a name="l00021"></a><span class="lineno"> 21</span>&#160;<span class="comment"></span></div>
<div class="line"><a name="l00022"></a><span class="lineno"> 22</span>&#160;<span class="comment">A correlation function is the degree and direction of association of two</span></div>
<div class="line"><a name="l00023"></a><span class="lineno"> 23</span>&#160;<span class="comment">variables; how well can one random variable be predicted from the other. The</span></div>
<div class="line"><a name="l00024"></a><span class="lineno"> 24</span>&#160;<span class="comment">coefficient of correlation varies from -1 to 1. Coefficient of 1 implies perfect</span></div>
<div class="line"><a name="l00025"></a><span class="lineno"> 25</span>&#160;<span class="comment">correlation, 0 means no correlation, and -1 means perfect anti-correlation.</span></div>
<div class="line"><a name="l00026"></a><span class="lineno"> 26</span>&#160;<span class="comment"></span></div>
<div class="line"><a name="l00027"></a><span class="lineno"> 27</span>&#160;<span class="comment">This function provides a cross-correlation matrix for all pairs of numeric</span></div>
<div class="line"><a name="l00028"></a><span class="lineno"> 28</span>&#160;<span class="comment">columns in a &lt;em&gt;source_table&lt;/em&gt;. A Correlation matrix describes correlation</span></div>
<div class="line"><a name="l00029"></a><span class="lineno"> 29</span>&#160;<span class="comment">among \f$ M \f$ variables. It is a square symmetrical \f$ M \f$x \f$M \f$ matrix</span></div>
<div class="line"><a name="l00030"></a><span class="lineno"> 30</span>&#160;<span class="comment">with the \f$ (ij) \f$th element equal to the correlation coefficient between the</span></div>
<div class="line"><a name="l00031"></a><span class="lineno"> 31</span>&#160;<span class="comment">\f$i\f$th and the \f$j\f$th variable. The diagonal elements (correlations of</span></div>
<div class="line"><a name="l00032"></a><span class="lineno"> 32</span>&#160;<span class="comment">variables with themselves) are always equal to 1.0.</span></div>
<div class="line"><a name="l00033"></a><span class="lineno"> 33</span>&#160;<span class="comment"></span></div>
<div class="line"><a name="l00034"></a><span class="lineno"> 34</span>&#160;<span class="comment">@usage</span></div>
<div class="line"><a name="l00035"></a><span class="lineno"> 35</span>&#160;<span class="comment"></span></div>
<div class="line"><a name="l00036"></a><span class="lineno"> 36</span>&#160;<span class="comment">Currently the correlation function can be used in the following way:</span></div>
<div class="line"><a name="l00037"></a><span class="lineno"> 37</span>&#160;<span class="comment">@verbatim</span></div>
<div class="line"><a name="l00038"></a><span class="lineno"> 38</span>&#160;<span class="comment">SELECT {schema_madlib}.correlation</span></div>
<div class="line"><a name="l00039"></a><span class="lineno"> 39</span>&#160;<span class="comment">(</span></div>
<div class="line"><a name="l00040"></a><span class="lineno"> 40</span>&#160;<span class="comment"> source_table TEXT, -- Source table name (Required)</span></div>
<div class="line"><a name="l00041"></a><span class="lineno"> 41</span>&#160;<span class="comment"> output_table TEXT, -- Output table name (Required)</span></div>
<div class="line"><a name="l00042"></a><span class="lineno"> 42</span>&#160;<span class="comment"> target_cols TEXT, -- Comma separated columns for which summary is desired</span></div>
<div class="line"><a name="l00043"></a><span class="lineno"> 43</span>&#160;<span class="comment"> -- (Default: NULL - produces result for all columns)</span></div>
<div class="line"><a name="l00044"></a><span class="lineno"> 44</span>&#160;<span class="comment">)</span></div>
<div class="line"><a name="l00045"></a><span class="lineno"> 45</span>&#160;<span class="comment">@endverbatim</span></div>
<div class="line"><a name="l00046"></a><span class="lineno"> 46</span>&#160;<span class="comment"></span></div>
<div class="line"><a name="l00047"></a><span class="lineno"> 47</span>&#160;<span class="comment">Output will be a table with N+2 columns and N rows, where N is the number of</span></div>
<div class="line"><a name="l00048"></a><span class="lineno"> 48</span>&#160;<span class="comment">target columns.</span></div>
<div class="line"><a name="l00049"></a><span class="lineno"> 49</span>&#160;<span class="comment"></span></div>
<div class="line"><a name="l00050"></a><span class="lineno"> 50</span>&#160;<span class="comment">- column_position: The first column provides position of the variable in</span></div>
<div class="line"><a name="l00051"></a><span class="lineno"> 51</span>&#160;<span class="comment"> the &#39;&lt;em&gt;source_table&lt;/em&gt;&#39;</span></div>
<div class="line"><a name="l00052"></a><span class="lineno"> 52</span>&#160;<span class="comment">- variable: The second column gives the row-header for each</span></div>
<div class="line"><a name="l00053"></a><span class="lineno"> 53</span>&#160;<span class="comment"> variable</span></div>
<div class="line"><a name="l00054"></a><span class="lineno"> 54</span>&#160;<span class="comment">The rest of the table is the NxN correlation matrix for all pairs of</span></div>
<div class="line"><a name="l00055"></a><span class="lineno"> 55</span>&#160;<span class="comment">numeric columns in `&lt;em&gt;source_table&lt;/em&gt;&#39;.</span></div>
<div class="line"><a name="l00056"></a><span class="lineno"> 56</span>&#160;<span class="comment"></span></div>
<div class="line"><a name="l00057"></a><span class="lineno"> 57</span>&#160;<span class="comment">The output table is arranged as a lower-traingular matrix with the upper</span></div>
<div class="line"><a name="l00058"></a><span class="lineno"> 58</span>&#160;<span class="comment">triangle set to NULL and the diagonal elements set to 1.0. To obtain the result</span></div>
<div class="line"><a name="l00059"></a><span class="lineno"> 59</span>&#160;<span class="comment">from the &#39;&lt;em&gt;output_table&lt;/em&gt;&#39; in this matrix format ensure to order the</span></div>
<div class="line"><a name="l00060"></a><span class="lineno"> 60</span>&#160;<span class="comment">elements using the &#39;&lt;em&gt;column_position&lt;/em&gt;&#39;, as given in the example below.</span></div>
<div class="line"><a name="l00061"></a><span class="lineno"> 61</span>&#160;<span class="comment"></span></div>
<div class="line"><a name="l00062"></a><span class="lineno"> 62</span>&#160;<span class="comment">@verbatim</span></div>
<div class="line"><a name="l00063"></a><span class="lineno"> 63</span>&#160;<span class="comment">sql&gt; SELECT * FROM output_table order by column_position;</span></div>
<div class="line"><a name="l00064"></a><span class="lineno"> 64</span>&#160;<span class="comment">@endverbatim</span></div>
<div class="line"><a name="l00065"></a><span class="lineno"> 65</span>&#160;<span class="comment"></span></div>
<div class="line"><a name="l00066"></a><span class="lineno"> 66</span>&#160;<span class="comment">@examp</span></div>
<div class="line"><a name="l00067"></a><span class="lineno"> 67</span>&#160;<span class="comment"></span></div>
<div class="line"><a name="l00068"></a><span class="lineno"> 68</span>&#160;<span class="comment">@verbatim</span></div>
<div class="line"><a name="l00069"></a><span class="lineno"> 69</span>&#160;<span class="comment">DROP TABLE IF EXISTS example_data;</span></div>
<div class="line"><a name="l00070"></a><span class="lineno"> 70</span>&#160;<span class="comment">CREATE TABLE example_data(</span></div>
<div class="line"><a name="l00071"></a><span class="lineno"> 71</span>&#160;<span class="comment"> id SERIAL,</span></div>
<div class="line"><a name="l00072"></a><span class="lineno"> 72</span>&#160;<span class="comment"> outlook text,</span></div>
<div class="line"><a name="l00073"></a><span class="lineno"> 73</span>&#160;<span class="comment"> temperature float8,</span></div>
<div class="line"><a name="l00074"></a><span class="lineno"> 74</span>&#160;<span class="comment"> humidity float8,</span></div>
<div class="line"><a name="l00075"></a><span class="lineno"> 75</span>&#160;<span class="comment"> windy text,</span></div>
<div class="line"><a name="l00076"></a><span class="lineno"> 76</span>&#160;<span class="comment"> class text) ;</span></div>
<div class="line"><a name="l00077"></a><span class="lineno"> 77</span>&#160;<span class="comment"></span></div>
<div class="line"><a name="l00078"></a><span class="lineno"> 78</span>&#160;<span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES(&#39;sunny&#39;, 85, 85, &#39;false&#39;, E&#39;Don\\&#39;t Play&#39;);</span></div>
<div class="line"><a name="l00079"></a><span class="lineno"> 79</span>&#160;<span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES(&#39;sunny&#39;, 80, 90, &#39;true&#39;, E&#39;Don\\&#39;t Play&#39;);</span></div>
<div class="line"><a name="l00080"></a><span class="lineno"> 80</span>&#160;<span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES(&#39;overcast&#39;, 83, 78, &#39;false&#39;, &#39;Play&#39;);</span></div>
<div class="line"><a name="l00081"></a><span class="lineno"> 81</span>&#160;<span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES(&#39;rain&#39;, 70, 96, &#39;false&#39;, &#39;Play&#39;);</span></div>
<div class="line"><a name="l00082"></a><span class="lineno"> 82</span>&#160;<span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES(&#39;rain&#39;, 68, 80, &#39;false&#39;, &#39;Play&#39;);</span></div>
<div class="line"><a name="l00083"></a><span class="lineno"> 83</span>&#160;<span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES(&#39;rain&#39;, 65, 70, &#39;true&#39;, E&#39;Don\\&#39;t Play&#39;);</span></div>
<div class="line"><a name="l00084"></a><span class="lineno"> 84</span>&#160;<span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES(&#39;overcast&#39;, 64, 65, &#39;true&#39;, &#39;Play&#39;);</span></div>
<div class="line"><a name="l00085"></a><span class="lineno"> 85</span>&#160;<span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES(&#39;sunny&#39;, 72, 95, &#39;false&#39;, E&#39;Don\\&#39;t Play&#39;);</span></div>
<div class="line"><a name="l00086"></a><span class="lineno"> 86</span>&#160;<span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES(&#39;sunny&#39;, 69, 70, &#39;false&#39;, &#39;Play&#39;);</span></div>
<div class="line"><a name="l00087"></a><span class="lineno"> 87</span>&#160;<span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES(&#39;rain&#39;, 75, 80, &#39;false&#39;, &#39;Play&#39;);</span></div>
<div class="line"><a name="l00088"></a><span class="lineno"> 88</span>&#160;<span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES(&#39;sunny&#39;, 75, 70, &#39;true&#39;, &#39;Play&#39;);</span></div>
<div class="line"><a name="l00089"></a><span class="lineno"> 89</span>&#160;<span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES(&#39;overcast&#39;, 72, 90, &#39;true&#39;, &#39;Play&#39;);</span></div>
<div class="line"><a name="l00090"></a><span class="lineno"> 90</span>&#160;<span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES(&#39;overcast&#39;, 81, 75, &#39;false&#39;, &#39;Play&#39;);</span></div>
<div class="line"><a name="l00091"></a><span class="lineno"> 91</span>&#160;<span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES(&#39;rain&#39;, 71, 80, &#39;true&#39;, E&#39;Don\\&#39;t Play&#39;);</span></div>
<div class="line"><a name="l00092"></a><span class="lineno"> 92</span>&#160;<span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES(&#39; &#39;, 100, 100, &#39;true&#39;, &#39; &#39;);</span></div>
<div class="line"><a name="l00093"></a><span class="lineno"> 93</span>&#160;<span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES(&#39;&#39;, 110, 100, &#39;true&#39;, &#39;&#39;);</span></div>
<div class="line"><a name="l00094"></a><span class="lineno"> 94</span>&#160;<span class="comment"></span></div>
<div class="line"><a name="l00095"></a><span class="lineno"> 95</span>&#160;<span class="comment">SELECT madlib.correlation(&#39;example_data&#39;, &#39;example_data_output&#39;);</span></div>
<div class="line"><a name="l00096"></a><span class="lineno"> 96</span>&#160;<span class="comment">SELECT madlib.correlation(&#39;example_data&#39;, &#39;example_data_output&#39;, &#39;*&#39;);</span></div>
<div class="line"><a name="l00097"></a><span class="lineno"> 97</span>&#160;<span class="comment">SELECT madlib.correlation(&#39;example_data&#39;, &#39;example_data_output&#39;, &#39;temperature, humidity&#39;);</span></div>
<div class="line"><a name="l00098"></a><span class="lineno"> 98</span>&#160;<span class="comment">@endverbatim</span></div>
<div class="line"><a name="l00099"></a><span class="lineno"> 99</span>&#160;<span class="comment">To get the correlation matrix from output table:</span></div>
<div class="line"><a name="l00100"></a><span class="lineno"> 100</span>&#160;<span class="comment">@verbatim</span></div>
<div class="line"><a name="l00101"></a><span class="lineno"> 101</span>&#160;<span class="comment"> SELECT * from example_data_output order by column_position;</span></div>
<div class="line"><a name="l00102"></a><span class="lineno"> 102</span>&#160;<span class="comment">@endverbatim</span></div>
<div class="line"><a name="l00103"></a><span class="lineno"> 103</span>&#160;<span class="comment">*/</span></div>
<div class="line"><a name="l00104"></a><span class="lineno"> 104</span>&#160;</div>
<div class="line"><a name="l00105"></a><span class="lineno"> 105</span>&#160;DROP TYPE IF EXISTS MADLIB_SCHEMA.correlation_result;</div>
<div class="line"><a name="l00106"></a><span class="lineno"> 106</span>&#160;CREATE TYPE MADLIB_SCHEMA.correlation_result AS</div>
<div class="line"><a name="l00107"></a><span class="lineno"> 107</span>&#160;(</div>
<div class="line"><a name="l00108"></a><span class="lineno"> 108</span>&#160; output_table TEXT,</div>
<div class="line"><a name="l00109"></a><span class="lineno"> 109</span>&#160; row_count INT4,</div>
<div class="line"><a name="l00110"></a><span class="lineno"> 110</span>&#160; duration FLOAT8</div>
<div class="line"><a name="l00111"></a><span class="lineno"> 111</span>&#160;);</div>
<div class="line"><a name="l00112"></a><span class="lineno"> 112</span>&#160;</div>
<div class="line"><a name="l00113"></a><span class="lineno"> 113</span>&#160;-----------------------------------------------------------------------</div>
<div class="line"><a name="l00114"></a><span class="lineno"> 114</span>&#160;-- Main function for correlation</div>
<div class="line"><a name="l00115"></a><span class="lineno"> 115</span>&#160;-----------------------------------------------------------------------</div>
<div class="line"><a name="l00116"></a><span class="lineno"> 116</span>&#160;/* @brief Compute a correlation matrix for a table with optional target columns specified</div>
<div class="line"><a name="l00117"></a><span class="lineno"> 117</span>&#160;</div>
<div class="line"><a name="l00118"></a><span class="lineno"> 118</span>&#160; @param source_table Name of source relation containing the data</div>
<div class="line"><a name="l00119"></a><span class="lineno"> 119</span>&#160; @param output_table Name of output table name to store the correlation</div>
<div class="line"><a name="l00120"></a><span class="lineno"> 120</span>&#160; @param target_cols String with comma separated list of columns for which cross-correlation is desired</div>
<div class="line"><a name="l00121"></a><span class="lineno"> 121</span>&#160;</div>
<div class="line"><a name="l00122"></a><span class="lineno"> 122</span>&#160; @usage</div>
<div class="line"><a name="l00123"></a><span class="lineno"> 123</span>&#160; &lt;pre&gt; SELECT MADLIB_SCHEMA.correlation (</div>
<div class="line"><a name="l00124"></a><span class="lineno"> 124</span>&#160; &#39;&lt;em&gt;source_table&lt;/em&gt;<span class="stringliteral">&#39;, &#39;</span>&lt;em&gt;output_table&lt;/em&gt;<span class="stringliteral">&#39;,</span></div>
<div class="line"><a name="l00125"></a><span class="lineno"> 125</span>&#160;<span class="stringliteral"> &#39;</span>&lt;em&gt;target_cols&lt;/em&gt;<span class="stringliteral">&#39;</span></div>
<div class="line"><a name="l00126"></a><span class="lineno"> 126</span>&#160;<span class="stringliteral"> );</span></div>
<div class="line"><a name="l00127"></a><span class="lineno"> 127</span>&#160;<span class="stringliteral"> SELECT * FROM &#39;</span>&lt;em&gt;output_table&lt;/em&gt;<span class="stringliteral">&#39; order by &#39;</span>&lt;em&gt;colum_position&lt;/em&gt;<span class="stringliteral">&#39;;</span></div>
<div class="line"><a name="l00128"></a><span class="lineno"> 128</span>&#160;<span class="stringliteral"> &lt;/pre&gt;</span></div>
<div class="line"><a name="l00129"></a><span class="lineno"> 129</span>&#160;<span class="stringliteral">*/</span></div>
<div class="line"><a name="l00130"></a><span class="lineno"> 130</span>&#160;<span class="stringliteral">CREATE FUNCTION MADLIB_SCHEMA.correlation(</span></div>
<div class="line"><a name="l00131"></a><span class="lineno"> 131</span>&#160;<span class="stringliteral"> source_table VARCHAR, -- input table name</span></div>
<div class="line"><a name="l00132"></a><span class="lineno"> 132</span>&#160;<span class="stringliteral"> output_table VARCHAR, -- output table name</span></div>
<div class="line"><a name="l00133"></a><span class="lineno"> 133</span>&#160;<span class="stringliteral"> target_cols VARCHAR -- comma separated list of output cols</span></div>
<div class="line"><a name="l00134"></a><span class="lineno"> 134</span>&#160;<span class="stringliteral"> -- (default = &#39;</span>*<span class="stringliteral">&#39;)</span></div>
<div class="line"><a name="l00135"></a><span class="lineno"> 135</span>&#160;<span class="stringliteral">)</span></div>
<div class="line"><a name="l00136"></a><span class="lineno"> 136</span>&#160;<span class="stringliteral">RETURNS MADLIB_SCHEMA.correlation_result AS $$</span></div>
<div class="line"><a name="l00137"></a><span class="lineno"> 137</span>&#160;<span class="stringliteral"> PythonFunctionBodyOnly(`stats&#39;</span>, `correlation<span class="stringliteral">&#39;)</span></div>
<div class="line"><a name="l00138"></a><span class="lineno"> 138</span>&#160;<span class="stringliteral"> return correlation.correlation(schema_madlib, source_table, output_table, target_cols)</span></div>
<div class="line"><a name="l00139"></a><span class="lineno"> 139</span>&#160;<span class="stringliteral">$$ LANGUAGE plpythonu VOLATILE;</span></div>
<div class="line"><a name="l00140"></a><span class="lineno"> 140</span>&#160;<span class="stringliteral"></span></div>
<div class="line"><a name="l00141"></a><span class="lineno"> 141</span>&#160;<span class="stringliteral">-----------------------------------------------------------------------</span></div>
<div class="line"><a name="l00142"></a><span class="lineno"> 142</span>&#160;<span class="stringliteral">-- Overloaded function</span></div>
<div class="line"><a name="l00143"></a><span class="lineno"> 143</span>&#160;<span class="stringliteral">-----------------------------------------------------------------------</span></div>
<div class="line"><a name="l00144"></a><span class="lineno"> 144</span>&#160;<span class="stringliteral">CREATE FUNCTION MADLIB_SCHEMA.correlation(</span></div>
<div class="line"><a name="l00145"></a><span class="lineno"> 145</span>&#160;<span class="stringliteral"> source_table VARCHAR, -- input table name</span></div>
<div class="line"><a name="l00146"></a><span class="lineno"> 146</span>&#160;<span class="stringliteral"> output_table VARCHAR -- output table name</span></div>
<div class="line"><a name="l00147"></a><span class="lineno"> 147</span>&#160;<span class="stringliteral">)</span></div>
<div class="line"><a name="l00148"></a><span class="lineno"> 148</span>&#160;<span class="stringliteral">RETURNS MADLIB_SCHEMA.correlation_result AS $$</span></div>
<div class="line"><a name="l00149"></a><span class="lineno"> 149</span>&#160;<span class="stringliteral"> select MADLIB_SCHEMA.correlation($1, $2, NULL)</span></div>
<div class="line"><a name="l00150"></a><span class="lineno"> 150</span>&#160;<span class="stringliteral">$$ LANGUAGE sql;</span></div>
<div class="line"><a name="l00151"></a><span class="lineno"> 151</span>&#160;<span class="stringliteral"></span></div>
<div class="line"><a name="l00152"></a><span class="lineno"> 152</span>&#160;<span class="stringliteral">-----------------------------------------------------------------------</span></div>
<div class="line"><a name="l00153"></a><span class="lineno"> 153</span>&#160;<span class="stringliteral">-- Help functions</span></div>
<div class="line"><a name="l00154"></a><span class="lineno"> 154</span>&#160;<span class="stringliteral">-----------------------------------------------------------------------</span></div>
<div class="line"><a name="l00155"></a><span class="lineno"> 155</span>&#160;<span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.correlation(</span></div>
<div class="line"><a name="l00156"></a><span class="lineno"> 156</span>&#160;<span class="stringliteral"> input_message TEXT</span></div>
<div class="line"><a name="l00157"></a><span class="lineno"> 157</span>&#160;<span class="stringliteral">)</span></div>
<div class="line"><a name="l00158"></a><span class="lineno"> 158</span>&#160;<span class="stringliteral">RETURNS TEXT AS $$</span></div>
<div class="line"><a name="l00159"></a><span class="lineno"> 159</span>&#160;<span class="stringliteral"> PythonFunctionBodyOnly(`stats&#39;</span>, `correlation<span class="stringliteral">&#39;)</span></div>
<div class="line"><a name="l00160"></a><span class="lineno"> 160</span>&#160;<span class="stringliteral"> return correlation.correlation_help_message(schema_madlib, input_message)</span></div>
<div class="line"><a name="l00161"></a><span class="lineno"> 161</span>&#160;<span class="stringliteral">$$ LANGUAGE plpythonu;</span></div>
<div class="line"><a name="l00162"></a><span class="lineno"> 162</span>&#160;<span class="stringliteral"></span></div>
<div class="line"><a name="l00163"></a><span class="lineno"> 163</span>&#160;<span class="stringliteral"></span></div>
<div class="line"><a name="l00164"></a><span class="lineno"> 164</span>&#160;<span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.correlation()</span></div>
<div class="line"><a name="l00165"></a><span class="lineno"> 165</span>&#160;<span class="stringliteral">RETURNS TEXT AS $$</span></div>
<div class="line"><a name="l00166"></a><span class="lineno"> 166</span>&#160;<span class="stringliteral"> PythonFunctionBodyOnly(`stats&#39;</span>, `correlation<span class="stringliteral">&#39;)</span></div>
<div class="line"><a name="l00167"></a><span class="lineno"> 167</span>&#160;<span class="stringliteral"> return correlation.correlation_help_message(schema_madlib, None)</span></div>
<div class="line"><a name="l00168"></a><span class="lineno"> 168</span>&#160;<span class="stringliteral">$$ LANGUAGE plpythonu;</span></div>
<div class="line"><a name="l00169"></a><span class="lineno"> 169</span>&#160;<span class="stringliteral">-------------------------------------------------------------------------</span></div>
</div><!-- fragment --></div><!-- contents -->
</div><!-- doc-content -->
<!-- start footer part -->
<div id="nav-path" class="navpath"><!-- id is needed for treeview function! -->
<ul>
<li class="navelem"><a class="el" href="dir_68267d1309a1af8e8297ef4c3efbcdba.html">src</a></li><li class="navelem"><a class="el" href="dir_efbcf68973d247bbf15f9eecae7f24e3.html">ports</a></li><li class="navelem"><a class="el" href="dir_a4a48839224ef8488facbffa8a397967.html">postgres</a></li><li class="navelem"><a class="el" href="dir_dc596537ad427a4d866006d1a3e1fe29.html">modules</a></li><li class="navelem"><a class="el" href="dir_505cd743a8a717435eca324f49291a46.html">stats</a></li><li class="navelem"><a class="el" href="correlation_8sql__in.html">correlation.sql_in</a></li>
<li class="footer">Generated on Wed Aug 21 2013 16:09:52 for MADlib by
<a href="http://www.doxygen.org/index.html">
<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.8.4 </li>
</ul>
</div>
</body>
</html>