
1. Re: correlation matrix 10.2
Zhouyi Zhang May 24, 2017 12:47 AM (in response to Marcelo Beccaro)1 of 1 people found this helpfulHi, Marcelo
the data behind is different from yours comparing to Bora's.
That's why it doesn't get the corelationship of one subject to others.
ZZ

2. Re: correlation matrix 10.2
Marcelo Beccaro May 24, 2017 11:10 AM (in response to Zhouyi Zhang)Hi Zhouyi,
thanks for your reply.
Exactly, Beran's data was originally 32 x 11 values from which he makes a cross join in order to get 1:N data.
What I WAS trying to do was to follow on Jonathan Drummey 's footsteps (the Drawing with Numbers link above) to use only table calculations, like he himself did at the end of his post with Beran's original data, but now using the corr (or window_corr) from 10.2 instead of doing all the sigmas for correlation.
Just looking at your screenshot shown me that my approach would not work:
Pearson's formula is made of parcels available in table calc (or that can be assembled directly with table calculations)
(WINDOW_SUM(SIZE()*SUM([Measure1]*[Measure2]))WINDOW_SUM(SUM([Measure2]))*WINDOW_SUM(SUM([Measure1]))) /
(SQRT(((WINDOW_SUM(SIZE()*SUM([Measure1]^2))WINDOW_SUM(SUM([Measure1]))^2))*(WINDOW_SUM(SIZE()*SUM([Measure2]^2))WINDOW_SUM(SUM([Measure2]))^2)))
(or something like that)
...while the corr function asks for the measure itself which would only be available in the panel with "analyis > aggregate measures" turned off, which would make even less sense to work with in this case.
So while self join can work with corr() easily (which now I believe was the intented use), domain completion may not be the use for it, albeit it being more gentle with larger tables.