This will be useful for the high level client to add support for the matrix stats aggregation, as we will ship with this jar by default like we do for parent-join-client which is aligned with distributing core with the modules already included.
Relates to #24796
This commit adds a new aggs-matrix-stats module. The module presents a new class of aggregations called Matrix Aggregations. Matrix aggregations work on multiple fields and produce a matrix as output. The first matrix aggregation provided by the module is matrix_stats aggregation. This aggregation computes the following statistics over a set of fields:
* Covariance
* Correlation
For completeness (and interpretation purposes) the following per-field statistics are also provided:
* sample count
* population mean
* population variance
* population skewness
* population kurtosis
Luca Cavanna
Nicholas Knize