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https://issues.apache.org/jira/browse/MADLIB-941?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Frank McQuillan closed MADLIB-941.
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> Covariance matrix
> -----------------
>
> Key: MADLIB-941
> URL: https://issues.apache.org/jira/browse/MADLIB-941
> Project: Apache MADlib
> Issue Type: New Feature
> Components: Module: Utilities
> Reporter: Frank McQuillan
> Assignee: Rahul Iyer
> Fix For: v1.9
>
>
> Story
> As a data scientist, I want to output the covariance matrix in a similar way
> as Pierson's correlation function.
> http://doc.madlib.net/latest/group__grp__correlation.html
> Currently for Pierson's correlation:
> correlation( source_table,
> output_table,
> target_cols,
> verbose
> )
> New one to add:
> covariance( source_table,
> output_table,
> target_cols,
> verbose
> )
> Acceptance
> 1) Add the new param w/interface changes as per above.
> 2) Functional test - compare with R or scikit-learn or other package.
> 3) Docs - rename module from "Pierson's Correlation" to "Correlation and
> Covariance Functions".
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