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Variance Covariance Matrix in Alteryx


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!

ACE Emeritus
ACE Emeritus

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!


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:!app/Covariance%2BMatrix/5b89b0b78a933710d8de43b2


Attached a demo workbook