Statistics functions are used to compute covariance, correlation, and linear regression statistics. Each function operates on an unordered set. They also can be used as windowing and reporting functions.
Linear Regression
This example computes an ordinary least-squares regression line that expresses the Avg Order Size as a linear function of its Revenue. The following functions are used:
SLOPE - slope of determination of the regression line
INTERCEPT - intercept of determination of the regression line
REGR_R2 - coefficient of determination of the regression line
REGR_COUNT - number of items
REGR_AVGX - averageY
REGR_AVGY - averageX
Calculation Example
Description
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This example computes an ordinary least-squares regression line that expresses the Avg Order Size as a linear function of its Revenue
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Selected Items
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Sort Order
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"Time"."Per Name Month"
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Condition
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"Time"."Per Name Year" IN ( '2010',’2011’.’2012’)
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Calculation Name
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Slope, Intercept Coefficient,m Average, Average2 and Reg Line
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Database Calculation
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Slope = REGR_SLOPE(Avg Order Size, Revenue) OVER(ORDER BY Avg Order Size)
Intercept = REGR_INTERCEPT(Avg Order Size, Revenue) OVER(ORDER BY Avg Order Size)
Coefficient = REGR_R2(Avg Order Size, Revenue) OVER(ORDER BY Avg Order Size)
Average = REGR_AVGX(Avg Order Size, Revenue) OVER(ORDER BY Avg Order Size)
Average 2 = REGR_AVGY(Avg Order Size, Revenue) OVER(ORDER BY Avg Order Size)
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Calculation for Analytics Using Evaluate Function
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Intercept
EVALUATE_AGGR( 'REGR_INTERCEPT(%1, %2)', "Base Facts"."1- Revenue","Simple Calculations"."25 Avg Order Size")
Slope
EVALUATE_AGGR( 'REGR_SLOPE(%1, %2)', "Base Facts"."1- Revenue","Simple Calculations"."25 Avg Order Size")
Coefficient
EVALUATE_R2( 'REGR_SLOPE(%1, %2)', "Base Facts"."1- Revenue","Simple Calculations"."25 Avg Order Size")
Average
EVALUATE_ AVGX( 'REGR_SLOPE(%1, %2)', "Base Facts"."1- Revenue","Simple Calculations"."25 Avg Order Size")
Average 2
EVALUATE_ AVGY( 'REGR_SLOPE(%1, %2)', "Base Facts"."1- Revenue","Simple Calculations"."25 Avg Order Size")
Reg Line
AGGREGATE(EVALUATE_AGGR( 'REGR_SLOPE(%1, %2)', "Base Facts"."1- Revenue","Simple Calculations"."25 Avg Order Size") BY 1)* AGGREGATE("Simple Calculations"."25 Avg Order Size" BY "Time"."Per Name Month")+EVALUATE_AGGR( 'REGR_INTERCEPT(%1, %2)', "Base Facts"."1- Revenue","Simple Calculations"."25 Avg Order Size")
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Notes
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EVALUATE_AGGR is used for shipping function to database for intercept, slope and Reg Line
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Result – Table View/Graph View
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I hope you find this information useful.
