summarize_weighted_corr {sparklyr.flint}

Pearson weighted correlation summarizer

Description

Compute Pearson weighted correlation between 'xcolumn' and 'ycolumn' weighted by 'weight_column' and store result in a new columns named '<xcolumn>_<ycolumn>_<weight_column>_weightedCorrelation'

Usage

summarize_weighted_corr(
  ts_rdd,
  xcolumn,
  ycolumn,
  weight_column,
  key_columns = list(),
  incremental = FALSE
)

Arguments

ts_rdd

Timeseries RDD being summarized

xcolumn

Column representing the first random variable

ycolumn

Column representing the second random variable

weight_column

Column specifying relative weight of each data point

key_columns

Optional list of columns that will form an equivalence relation associating each record with the time series it belongs to (i.e., any 2 records having equal values in those columns will be associated with the same time series, and any 2 records having differing values in those columns are considered to be from 2 separate time series and will therefore be summarized separately) By default, 'key_colums' is empty and all records are considered to be part of a single time series.

incremental

If FALSE and 'key_columns' is empty, then apply the summarizer to all records of 'ts_rdd'. If FALSE and 'key_columns' is non-empty, then apply the summarizer to all records within each group determined by 'key_columns'. If TRUE and 'key_columns' is empty, then for each record in 'ts_rdd', the summarizer is applied to that record and all records preceding it, and the summarized result is associated with the timestamp of that record. If TRUE and 'key_columns' is non-empty, then for each record within a group of records determined by 1 or more key columns, the summarizer is applied to that record and all records preceding it within its group, and the summarized result is associated with the timestamp of that record.

Value

A TimeSeriesRDD containing the summarized result

See Also

Other summarizers: ols_regression(), summarize_avg(), summarize_corr2(), summarize_corr(), summarize_count(), summarize_covar(), summarize_dot_product(), summarize_ema_half_life(), summarize_ewma(), summarize_geometric_mean(), summarize_kurtosis(), summarize_max(), summarize_min(), summarize_nth_central_moment(), summarize_nth_moment(), summarize_product(), summarize_quantile(), summarize_skewness(), summarize_stddev(), summarize_sum(), summarize_var(), summarize_weighted_avg(), summarize_weighted_covar(), summarize_z_score()

Examples

library(sparklyr)
library(sparklyr.flint)

sc <- try_spark_connect(master = "local")

if (!is.null(sc)) {
  sdf <- copy_to(sc, tibble::tibble(t = seq(10), x = rnorm(10), y = rnorm(10), w = 1.1^seq(10)))
  ts <- fromSDF(sdf, is_sorted = TRUE, time_unit = "SECONDS", time_column = "t")
  ts_weighted_corr <- summarize_weighted_corr(ts, xcolumn = "x", ycolumn = "y", weight_column = "w")
} else {
  message("Unable to establish a Spark connection!")
}