summarize_weighted_avg: Weighted average summarizer

In sparklyr.flint: Sparklyr Extension for 'Flint'

Description

Compute moving weighted average, weighted standard deviation, weighted t- stat, and observation count with the column and weight column specified and store results in new columns named '<column>_<weighted_column>_mean', '<column>_<weighted_column>_weightedStandardDeviation', '<column>_<weighted_column>_weightedTStat', and '<column>_<weighted_column>_observationCount',

Usage

summarize_weighted_avg(
  ts_rdd,
  column,
  weight_column,
  window = NULL,
  key_columns = list()
)

Arguments

ts_rdd	Timeseries RDD being summarized
column	Column to be summarized
weight_column	Column specifying relative weight of each data point
window	Either an R expression specifying time windows to be summarized (e.g., 'in_past("1h")' to summarize data from looking behind 1 hour at each time point, 'in_future("5s")' to summarize data from looking forward 5 seconds at each time point), or 'NULL' to compute aggregate statistics on records grouped by timestamps
key_columns	Optional list of columns that will form an equivalence relation associating each record with the time series it belongs to (i.e., any 2 records having equal values in those columns will be associated with the same time series, and any 2 records having differing values in those columns are considered to be from 2 separate time series and will therefore be summarized separately) By default, 'key_colums' is empty and all records are considered to be part of a single time series.

Value

A TimeSeriesRDD containing the summarized result

See Also

Other summarizers: ols_regression(), summarize_avg(), summarize_corr2(), summarize_corr(), summarize_count(), summarize_covar(), summarize_dot_product(), summarize_ema_half_life(), summarize_ewma(), summarize_geometric_mean(), summarize_kurtosis(), summarize_max(), summarize_min(), summarize_nth_central_moment(), summarize_nth_moment(), summarize_product(), summarize_quantile(), summarize_skewness(), summarize_stddev(), summarize_sum(), summarize_var(), summarize_weighted_corr(), summarize_weighted_covar(), summarize_z_score()

Examples

library(sparklyr)
library(sparklyr.flint)

sc <- try_spark_connect(master = "local")

if (!is.null(sc)) {
  sdf <- copy_to(sc, tibble::tibble(t = seq(10), v = seq(10), w = seq(1, 0.1, -0.1)))
  ts <- fromSDF(sdf, is_sorted = TRUE, time_unit = "SECONDS", time_column = "t")
  ts_weighted_avg <- summarize_weighted_avg(
    ts,
    column = "v", weight_column = "w", window = in_past("3s")
  )
} else {
  message("Unable to establish a Spark connection!")
}

sparklyr.flint documentation built on Jan. 11, 2022, 9:06 a.m.