Commit Graph

2 Commits

Author SHA1 Message Date
Nicholas Knize 90b8f5d0d8 Adding MultiValuesSource support classes and documentation to matrix stats agg module 2016-06-01 16:39:42 -05:00
Nicholas Knize f449666c59 New Matrix Stats Aggregation module
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
2016-06-01 16:39:42 -05:00