Variance Covariance Matrix in Alteryx

[paigeblackstone]

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!

[JohnJPS]

Hi @paigeblackstone,

I would try the generic R tool, perhaps with the following code:

df = read.Alteryx("#1", mode="data.frame")
dm = data.matrix(df)
dmCov = cov(dm)
dfCov = data.frame(dmCov)
write.Alteryx(dfCov, 1)

If you want to code your R in great detail, there is a great write-up with code here.

Hope that helps!

John

[jdunkerley79 · Accepted solution]

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