Variance Covariance Matrix in Alteryx

Question

Hi Everyone,

I have 16 million lines of data that I am hoping to perform a variance covariance matrix on. Does anyone know of a way to do this in Alteryx? I just installed the predictive tools to see if there was something in there but I'm not seeing anything. Please let me know of any way you can help. Thanks!

jdunkerley79 · Accepted Answer

That's a fun challenge to do generically in Alteryx.

I stuck a macro together which does it using core tools.

It is a pretty complex macro, building dynamic formula and summarize tools but it should be quick as doesn't sort or join incoming data set.

Macro on gallery: https://gallery.alteryx.com/#!app/Covariance%2BMatrix/5b89b0b78a933710d8de43b2

Attached a demo workbook