OpenSearch/docs/reference/aggregations/matrix/stats-aggregation.asciidoc

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[[search-aggregations-matrix-stats-aggregation]]
=== Matrix Stats
The `matrix_stats` aggregation is a numeric aggregation that computes the following statistics over a set of document fields:
[horizontal]
`count`:: Number of per field samples included in the calculation.
`mean`:: The average value for each field.
`variance`:: Per field Measurement for how spread out the samples are from the mean.
`skewness`:: Per field measurement quantifying the asymmetric distribution around the mean.
`kurtosis`:: Per field measurement quantifying the shape of the distribution.
`covariance`:: A matrix that quantitatively describes how changes in one field are associated with another.
`correlation`:: The covariance matrix scaled to a range of -1 to 1, inclusive. Describes the relationship between field
distributions.
//////////////////////////
[source,js]
--------------------------------------------------
PUT /statistics/_doc/0
{"poverty": 24.0, "income": 50000.0}
PUT /statistics/_doc/1
{"poverty": 13.0, "income": 95687.0}
PUT /statistics/_doc/2
{"poverty": 69.0, "income": 7890.0}
POST /_refresh
--------------------------------------------------
// NOTCONSOLE
// TESTSETUP
//////////////////////////
The following example demonstrates the use of matrix stats to describe the relationship between income and poverty.
[source,js]
--------------------------------------------------
GET /_search
{
"aggs": {
"statistics": {
"matrix_stats": {
"fields": ["poverty", "income"]
}
}
}
}
--------------------------------------------------
// CONSOLE
// TEST[s/_search/_search\?filter_path=aggregations/]
The aggregation type is `matrix_stats` and the `fields` setting defines the set of fields (as an array) for computing
the statistics. The above request returns the following response:
[source,js]
--------------------------------------------------
{
...
"aggregations": {
"statistics": {
"doc_count": 50,
"fields": [{
"name": "income",
"count": 50,
"mean": 51985.1,
"variance": 7.383377037755103E7,
"skewness": 0.5595114003506483,
"kurtosis": 2.5692365287787124,
"covariance": {
"income": 7.383377037755103E7,
"poverty": -21093.65836734694
},
"correlation": {
"income": 1.0,
"poverty": -0.8352655256272504
}
}, {
"name": "poverty",
"count": 50,
"mean": 12.732000000000001,
"variance": 8.637730612244896,
"skewness": 0.4516049811903419,
"kurtosis": 2.8615929677997767,
"covariance": {
"income": -21093.65836734694,
"poverty": 8.637730612244896
},
"correlation": {
"income": -0.8352655256272504,
"poverty": 1.0
}
}]
}
}
}
--------------------------------------------------
// TESTRESPONSE[s/\.\.\.//]
// TESTRESPONSE[s/: (\-)?[0-9\.E]+/: $body.$_path/]
The `doc_count` field indicates the number of documents involved in the computation of the statistics.
==== Multi Value Fields
The `matrix_stats` aggregation treats each document field as an independent sample. The `mode` parameter controls what
array value the aggregation will use for array or multi-valued fields. This parameter can take one of the following:
[horizontal]
`avg`:: (default) Use the average of all values.
`min`:: Pick the lowest value.
`max`:: Pick the highest value.
`sum`:: Use the sum of all values.
`median`:: Use the median of all values.
==== Missing Values
The `missing` parameter defines how documents that are missing a value should be treated.
By default they will be ignored but it is also possible to treat them as if they had a value.
This is done by adding a set of fieldname : value mappings to specify default values per field.
[source,js]
--------------------------------------------------
GET /_search
{
"aggs": {
"matrixstats": {
"matrix_stats": {
"fields": ["poverty", "income"],
"missing": {"income" : 50000} <1>
}
}
}
}
--------------------------------------------------
// CONSOLE
<1> Documents without a value in the `income` field will have the default value `50000`.
==== Script
This aggregation family does not yet support scripting.