| <!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"/> |
| <title>MADlib: correlation.sql_in Source File</title> |
| |
| <link href="tabs.css" rel="stylesheet" type="text/css"/> |
| <link href="doxygen.css" rel="stylesheet" type="text/css" /> |
| <link href="navtree.css" rel="stylesheet" type="text/css"/> |
| <script type="text/javascript" src="jquery.js"></script> |
| <script type="text/javascript" src="resize.js"></script> |
| <script type="text/javascript" src="navtree.js"></script> |
| <script type="text/javascript"> |
| $(document).ready(initResizable); |
| </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 src="../mathjax/MathJax.js"> |
| MathJax.Hub.Config({ |
| extensions: ["tex2jax.js", "TeX/AMSmath.js", "TeX/AMSsymbols.js"], |
| jax: ["input/TeX","output/HTML-CSS"], |
| }); |
| </script> |
| </head> |
| <body> |
| <div id="top"><!-- do not remove this div! --> |
| |
| |
| <div id="titlearea"> |
| <table cellspacing="0" cellpadding="0"> |
| <tbody> |
| <tr style="height: 56px;"> |
| |
| |
| <td style="padding-left: 0.5em;"> |
| <div id="projectname">MADlib |
|  <span id="projectnumber">0.7</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> |
| |
| <!-- Generated by Doxygen 1.7.5.1 --> |
| <script type="text/javascript"> |
| var searchBox = new SearchBox("searchBox", "search",false,'Search'); |
| </script> |
| <script type="text/javascript" src="dynsections.js"></script> |
| <div id="navrow1" class="tabs"> |
| <ul class="tablist"> |
| <li><a href="index.html"><span>Main 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 List</span></a></li> |
| <li><a href="globals.html"><span>File Members</span></a></li> |
| </ul> |
| </div> |
| </div> |
| <div id="side-nav" class="ui-resizable side-nav-resizable"> |
| <div id="nav-tree"> |
| <div id="nav-tree-contents"> |
| </div> |
| </div> |
| <div id="splitbar" style="-moz-user-select:none;" |
| class="ui-resizable-handle"> |
| </div> |
| </div> |
| <script type="text/javascript"> |
| initNavTree('correlation_8sql__in.html',''); |
| </script> |
| <div id="doc-content"> |
| <div class="header"> |
| <div class="headertitle"> |
| <div class="title">correlation.sql_in</div> </div> |
| </div> |
| <div class="contents"> |
| <a href="correlation_8sql__in.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001 <span class="comment">/* ----------------------------------------------------------------------- */</span><span class="comment">/**</span> |
| <a name="l00002"></a>00002 <span class="comment"> *</span> |
| <a name="l00003"></a>00003 <span class="comment"> * @file correlation.sql_in</span> |
| <a name="l00004"></a>00004 <span class="comment"> *</span> |
| <a name="l00005"></a>00005 <span class="comment"> * @brief SQL functions for correlation computation</span> |
| <a name="l00006"></a>00006 <span class="comment"> * @date April 2013</span> |
| <a name="l00007"></a>00007 <span class="comment"> *</span> |
| <a name="l00008"></a>00008 <span class="comment"> * @sa For a brief introduction to correlation, see the</span> |
| <a name="l00009"></a>00009 <span class="comment"> * module description \ref grp_correlation</span> |
| <a name="l00010"></a>00010 <span class="comment"> *</span> |
| <a name="l00011"></a>00011 <span class="comment"> */</span><span class="comment">/* ----------------------------------------------------------------------- */</span> |
| <a name="l00012"></a>00012 |
| <a name="l00013"></a>00013 m4_include(`SQLCommon.m4<span class="stringliteral">')</span> |
| <a name="l00014"></a>00014 <span class="stringliteral"></span> |
| <a name="l00015"></a>00015 <span class="stringliteral"></span><span class="comment"></span> |
| <a name="l00016"></a>00016 <span class="comment">/**</span> |
| <a name="l00017"></a>00017 <span class="comment">@addtogroup grp_correlation</span> |
| <a name="l00018"></a>00018 <span class="comment"></span> |
| <a name="l00019"></a>00019 <span class="comment"></span> |
| <a name="l00020"></a>00020 <span class="comment">@about</span> |
| <a name="l00021"></a>00021 <span class="comment"></span> |
| <a name="l00022"></a>00022 <span class="comment">A correlation function is the degree and direction of association of two</span> |
| <a name="l00023"></a>00023 <span class="comment">variables; how well can one random variable be predicted from the other. The</span> |
| <a name="l00024"></a>00024 <span class="comment">coefficient of correlation varies from -1 to 1. Coefficient of 1 implies perfect</span> |
| <a name="l00025"></a>00025 <span class="comment">correlation, 0 means no correlation, and -1 means perfect anti-correlation.</span> |
| <a name="l00026"></a>00026 <span class="comment"></span> |
| <a name="l00027"></a>00027 <span class="comment">This function provides a cross-correlation matrix for all pairs of numeric</span> |
| <a name="l00028"></a>00028 <span class="comment">columns in a <em>source_table</em>. A Correlation matrix describes correlation</span> |
| <a name="l00029"></a>00029 <span class="comment">among \f$ M \f$ variables. It is a square symmetrical \f$ M \f$x \f$M \f$ matrix</span> |
| <a name="l00030"></a>00030 <span class="comment">with the \f$ (ij) \f$th element equal to the correlation coefficient between the</span> |
| <a name="l00031"></a>00031 <span class="comment">\f$i\f$th and the \f$j\f$th variable. The diagonal elements (correlations of</span> |
| <a name="l00032"></a>00032 <span class="comment">variables with themselves) are always equal to 1.0.</span> |
| <a name="l00033"></a>00033 <span class="comment"></span> |
| <a name="l00034"></a>00034 <span class="comment">@usage</span> |
| <a name="l00035"></a>00035 <span class="comment"></span> |
| <a name="l00036"></a>00036 <span class="comment">Currently the correlation function can be used in the following way:</span> |
| <a name="l00037"></a>00037 <span class="comment">@verbatim</span> |
| <a name="l00038"></a>00038 <span class="comment">SELECT {schema_madlib}.correlation</span> |
| <a name="l00039"></a>00039 <span class="comment">(</span> |
| <a name="l00040"></a>00040 <span class="comment"> source_table TEXT, -- Source table name (Required)</span> |
| <a name="l00041"></a>00041 <span class="comment"> output_table TEXT, -- Output table name (Required)</span> |
| <a name="l00042"></a>00042 <span class="comment"> target_cols TEXT, -- Comma separated columns for which summary is desired</span> |
| <a name="l00043"></a>00043 <span class="comment"> -- (Default: NULL - produces result for all columns)</span> |
| <a name="l00044"></a>00044 <span class="comment">)</span> |
| <a name="l00045"></a>00045 <span class="comment">@endverbatim</span> |
| <a name="l00046"></a>00046 <span class="comment"></span> |
| <a name="l00047"></a>00047 <span class="comment">Output will be a table with N+2 columns and N rows, where N is the number of</span> |
| <a name="l00048"></a>00048 <span class="comment">target columns.</span> |
| <a name="l00049"></a>00049 <span class="comment"></span> |
| <a name="l00050"></a>00050 <span class="comment">- column_position: The first column provides position of the variable in</span> |
| <a name="l00051"></a>00051 <span class="comment"> the '<em>source_table</em>'</span> |
| <a name="l00052"></a>00052 <span class="comment">- variable: The second column gives the row-header for each</span> |
| <a name="l00053"></a>00053 <span class="comment"> variable</span> |
| <a name="l00054"></a>00054 <span class="comment">The rest of the table is the NxN correlation matrix for all pairs of</span> |
| <a name="l00055"></a>00055 <span class="comment">numeric columns in `<em>source_table</em>'.</span> |
| <a name="l00056"></a>00056 <span class="comment"></span> |
| <a name="l00057"></a>00057 <span class="comment">The output table is arranged as a lower-traingular matrix with the upper</span> |
| <a name="l00058"></a>00058 <span class="comment">triangle set to NULL and the diagonal elements set to 1.0. To obtain the result</span> |
| <a name="l00059"></a>00059 <span class="comment">from the '<em>output_table</em>' in this matrix format ensure to order the</span> |
| <a name="l00060"></a>00060 <span class="comment">elements using the '<em>column_position</em>', as given in the example below.</span> |
| <a name="l00061"></a>00061 <span class="comment"></span> |
| <a name="l00062"></a>00062 <span class="comment">@verbatim</span> |
| <a name="l00063"></a>00063 <span class="comment">sql> SELECT * FROM output_table order by column_position;</span> |
| <a name="l00064"></a>00064 <span class="comment">@endverbatim</span> |
| <a name="l00065"></a>00065 <span class="comment"></span> |
| <a name="l00066"></a>00066 <span class="comment">@examp</span> |
| <a name="l00067"></a>00067 <span class="comment"></span> |
| <a name="l00068"></a>00068 <span class="comment">@verbatim</span> |
| <a name="l00069"></a>00069 <span class="comment">DROP TABLE IF EXISTS example_data;</span> |
| <a name="l00070"></a>00070 <span class="comment">CREATE TABLE example_data(</span> |
| <a name="l00071"></a>00071 <span class="comment"> id SERIAL,</span> |
| <a name="l00072"></a>00072 <span class="comment"> outlook text,</span> |
| <a name="l00073"></a>00073 <span class="comment"> temperature float8,</span> |
| <a name="l00074"></a>00074 <span class="comment"> humidity float8,</span> |
| <a name="l00075"></a>00075 <span class="comment"> windy text,</span> |
| <a name="l00076"></a>00076 <span class="comment"> class text) ;</span> |
| <a name="l00077"></a>00077 <span class="comment"></span> |
| <a name="l00078"></a>00078 <span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES('sunny', 85, 85, 'false', E'Don\\'t Play');</span> |
| <a name="l00079"></a>00079 <span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES('sunny', 80, 90, 'true', E'Don\\'t Play');</span> |
| <a name="l00080"></a>00080 <span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES('overcast', 83, 78, 'false', 'Play');</span> |
| <a name="l00081"></a>00081 <span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES('rain', 70, 96, 'false', 'Play');</span> |
| <a name="l00082"></a>00082 <span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES('rain', 68, 80, 'false', 'Play');</span> |
| <a name="l00083"></a>00083 <span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES('rain', 65, 70, 'true', E'Don\\'t Play');</span> |
| <a name="l00084"></a>00084 <span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES('overcast', 64, 65, 'true', 'Play');</span> |
| <a name="l00085"></a>00085 <span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES('sunny', 72, 95, 'false', E'Don\\'t Play');</span> |
| <a name="l00086"></a>00086 <span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES('sunny', 69, 70, 'false', 'Play');</span> |
| <a name="l00087"></a>00087 <span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES('rain', 75, 80, 'false', 'Play');</span> |
| <a name="l00088"></a>00088 <span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES('sunny', 75, 70, 'true', 'Play');</span> |
| <a name="l00089"></a>00089 <span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES('overcast', 72, 90, 'true', 'Play');</span> |
| <a name="l00090"></a>00090 <span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES('overcast', 81, 75, 'false', 'Play');</span> |
| <a name="l00091"></a>00091 <span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES('rain', 71, 80, 'true', E'Don\\'t Play');</span> |
| <a name="l00092"></a>00092 <span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES(' ', 100, 100, 'true', ' ');</span> |
| <a name="l00093"></a>00093 <span class="comment">INSERT INTO example_data(outlook, temperature, humidity, windy, class) VALUES('', 110, 100, 'true', '');</span> |
| <a name="l00094"></a>00094 <span class="comment"></span> |
| <a name="l00095"></a>00095 <span class="comment">SELECT madlib.correlation('example_data', 'example_data_output');</span> |
| <a name="l00096"></a>00096 <span class="comment">SELECT madlib.correlation('example_data', 'example_data_output', '*');</span> |
| <a name="l00097"></a>00097 <span class="comment">SELECT madlib.correlation('example_data', 'example_data_output', 'temperature, humidity');</span> |
| <a name="l00098"></a>00098 <span class="comment">@endverbatim</span> |
| <a name="l00099"></a>00099 <span class="comment">To get the correlation matrix from output table:</span> |
| <a name="l00100"></a>00100 <span class="comment">@verbatim</span> |
| <a name="l00101"></a>00101 <span class="comment"> SELECT * from example_data_output order by column_position;</span> |
| <a name="l00102"></a>00102 <span class="comment">@endverbatim</span> |
| <a name="l00103"></a>00103 <span class="comment">*/</span> |
| <a name="l00104"></a>00104 |
| <a name="l00105"></a>00105 DROP TYPE IF EXISTS MADLIB_SCHEMA.correlation_result; |
| <a name="l00106"></a>00106 CREATE TYPE MADLIB_SCHEMA.correlation_result AS |
| <a name="l00107"></a>00107 ( |
| <a name="l00108"></a>00108 output_table TEXT, |
| <a name="l00109"></a>00109 row_count INT4, |
| <a name="l00110"></a>00110 duration FLOAT8 |
| <a name="l00111"></a>00111 ); |
| <a name="l00112"></a>00112 |
| <a name="l00113"></a>00113 ----------------------------------------------------------------------- |
| <a name="l00114"></a>00114 -- Main function for correlation |
| <a name="l00115"></a>00115 ----------------------------------------------------------------------- |
| <a name="l00116"></a>00116 /* @brief Compute a correlation matrix for a table with optional target columns specified |
| <a name="l00117"></a>00117 |
| <a name="l00118"></a>00118 @param source_table Name of source relation containing the data |
| <a name="l00119"></a>00119 @param output_table Name of output table name to store the correlation |
| <a name="l00120"></a>00120 @param target_cols String with comma separated list of columns for which cross-correlation is desired |
| <a name="l00121"></a>00121 |
| <a name="l00122"></a>00122 @usage |
| <a name="l00123"></a>00123 <pre> SELECT MADLIB_SCHEMA.correlation ( |
| <a name="l00124"></a>00124 '<em>source_table</em><span class="stringliteral">', '</span><em>output_table</em><span class="stringliteral">',</span> |
| <a name="l00125"></a>00125 <span class="stringliteral"> '</span><em>target_cols</em><span class="stringliteral">'</span> |
| <a name="l00126"></a>00126 <span class="stringliteral"> );</span> |
| <a name="l00127"></a>00127 <span class="stringliteral"> SELECT * FROM '</span><em>output_table</em><span class="stringliteral">' order by '</span><em>colum_position</em><span class="stringliteral">';</span> |
| <a name="l00128"></a>00128 <span class="stringliteral"> </pre></span> |
| <a name="l00129"></a>00129 <span class="stringliteral">*/</span> |
| <a name="l00130"></a>00130 <span class="stringliteral">CREATE FUNCTION MADLIB_SCHEMA.correlation(</span> |
| <a name="l00131"></a>00131 <span class="stringliteral"> source_table VARCHAR, -- input table name</span> |
| <a name="l00132"></a>00132 <span class="stringliteral"> output_table VARCHAR, -- output table name</span> |
| <a name="l00133"></a>00133 <span class="stringliteral"> target_cols VARCHAR -- comma separated list of output cols</span> |
| <a name="l00134"></a>00134 <span class="stringliteral"> -- (default = '</span>*<span class="stringliteral">')</span> |
| <a name="l00135"></a>00135 <span class="stringliteral">)</span> |
| <a name="l00136"></a>00136 <span class="stringliteral">RETURNS MADLIB_SCHEMA.correlation_result AS $$</span> |
| <a name="l00137"></a>00137 <span class="stringliteral"> PythonFunctionBodyOnly(`stats'</span>, `correlation<span class="stringliteral">')</span> |
| <a name="l00138"></a>00138 <span class="stringliteral"> return correlation.correlation(schema_madlib, source_table, output_table, target_cols)</span> |
| <a name="l00139"></a>00139 <span class="stringliteral">$$ LANGUAGE plpythonu VOLATILE;</span> |
| <a name="l00140"></a>00140 <span class="stringliteral"></span> |
| <a name="l00141"></a>00141 <span class="stringliteral">-----------------------------------------------------------------------</span> |
| <a name="l00142"></a>00142 <span class="stringliteral">-- Overloaded function</span> |
| <a name="l00143"></a>00143 <span class="stringliteral">-----------------------------------------------------------------------</span> |
| <a name="l00144"></a>00144 <span class="stringliteral">CREATE FUNCTION MADLIB_SCHEMA.correlation(</span> |
| <a name="l00145"></a>00145 <span class="stringliteral"> source_table VARCHAR, -- input table name</span> |
| <a name="l00146"></a>00146 <span class="stringliteral"> output_table VARCHAR -- output table name</span> |
| <a name="l00147"></a>00147 <span class="stringliteral">)</span> |
| <a name="l00148"></a>00148 <span class="stringliteral">RETURNS MADLIB_SCHEMA.correlation_result AS $$</span> |
| <a name="l00149"></a>00149 <span class="stringliteral"> select MADLIB_SCHEMA.correlation($1, $2, NULL)</span> |
| <a name="l00150"></a>00150 <span class="stringliteral">$$ LANGUAGE sql;</span> |
| <a name="l00151"></a>00151 <span class="stringliteral"></span> |
| <a name="l00152"></a>00152 <span class="stringliteral">-----------------------------------------------------------------------</span> |
| <a name="l00153"></a>00153 <span class="stringliteral">-- Help functions</span> |
| <a name="l00154"></a>00154 <span class="stringliteral">-----------------------------------------------------------------------</span> |
| <a name="l00155"></a>00155 <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.correlation(</span> |
| <a name="l00156"></a>00156 <span class="stringliteral"> input_message TEXT</span> |
| <a name="l00157"></a>00157 <span class="stringliteral">)</span> |
| <a name="l00158"></a>00158 <span class="stringliteral">RETURNS TEXT AS $$</span> |
| <a name="l00159"></a>00159 <span class="stringliteral"> PythonFunctionBodyOnly(`stats'</span>, `correlation<span class="stringliteral">')</span> |
| <a name="l00160"></a>00160 <span class="stringliteral"> return correlation.correlation_help_message(schema_madlib, input_message)</span> |
| <a name="l00161"></a>00161 <span class="stringliteral">$$ LANGUAGE plpythonu;</span> |
| <a name="l00162"></a>00162 <span class="stringliteral"></span> |
| <a name="l00163"></a>00163 <span class="stringliteral"></span> |
| <a name="l00164"></a>00164 <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.correlation()</span> |
| <a name="l00165"></a>00165 <span class="stringliteral">RETURNS TEXT AS $$</span> |
| <a name="l00166"></a>00166 <span class="stringliteral"> PythonFunctionBodyOnly(`stats'</span>, `correlation<span class="stringliteral">')</span> |
| <a name="l00167"></a>00167 <span class="stringliteral"> return correlation.correlation_help_message(schema_madlib, None)</span> |
| <a name="l00168"></a>00168 <span class="stringliteral">$$ LANGUAGE plpythonu;</span> |
| <a name="l00169"></a>00169 <span class="stringliteral">-------------------------------------------------------------------------</span> |
| </pre></div></div> |
| </div> |
| <div id="nav-path" class="navpath"> |
| <ul> |
| <li class="navelem"><a class="el" href="correlation_8sql__in.html">correlation.sql_in</a> </li> |
| <!-- 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"> </span>All</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(1)"><span class="SelectionMark"> </span>Files</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(2)"><span class="SelectionMark"> </span>Functions</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> |
| |
| |
| <li class="footer">Generated on Fri May 10 2013 01:37:13 for MADlib by |
| <a href="http://www.doxygen.org/index.html"> |
| <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.7.5.1 </li> |
| </ul> |
| </div> |
| |
| |
| </body> |
| </html> |
