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Matrix stats aggregations

The matrix_stats aggregation generates advanced stats for multiple fields in a matrix form. The following example returns advanced stats in a matrix form for the taxful_total_price and products.base_price fields:

GET opensearch_dashboards_sample_data_ecommerce/_search
{
  "size": 0,
  "aggs": {
    "matrix_stats_taxful_total_price": {
      "matrix_stats": {
        "fields": ["taxful_total_price", "products.base_price"]
      }
    }
  }
}

Example response

...
"aggregations" : {
  "matrix_stats_taxful_total_price" : {
    "doc_count" : 4675,
    "fields" : [
      {
        "name" : "products.base_price",
        "count" : 4675,
        "mean" : 34.994239430147196,
        "variance" : 360.5035285833703,
        "skewness" : 5.530161335032702,
        "kurtosis" : 131.16306324042148,
        "covariance" : {
          "products.base_price" : 360.5035285833703,
          "taxful_total_price" : 846.6489362233166
        },
        "correlation" : {
          "products.base_price" : 1.0,
          "taxful_total_price" : 0.8444765264325268
        }
      },
      {
        "name" : "taxful_total_price",
        "count" : 4675,
        "mean" : 75.05542864304839,
        "variance" : 2788.1879749835402,
        "skewness" : 15.812149139924037,
        "kurtosis" : 619.1235507385902,
        "covariance" : {
          "products.base_price" : 846.6489362233166,
          "taxful_total_price" : 2788.1879749835402
        },
        "correlation" : {
          "products.base_price" : 0.8444765264325268,
          "taxful_total_price" : 1.0
        }
      }
    ]
  }
 }
}

The following table lists all response fields.

Statistic Description
count The number of samples measured.
mean The average value of the field measured from the sample.
variance How far the values of the field measured are spread out from its mean value. The larger the variance, the more it’s spread from its mean value.
skewness An asymmetric measure of the distribution of the field’s values around the mean.
kurtosis A measure of the tail heaviness of a distribution. As the tail becomes lighter, kurtosis decreases. As the tail becomes heavier, kurtosis increases. To learn about kurtosis, see Wikipedia.
covariance A measure of the joint variability between two fields. A positive value means their values move in the same direction and the other way around.
correlation A measure of the strength of the relationship between two fields. The valid values are between [-1, 1]. A value of -1 means that the value is negatively correlated and a value of 1 means that it’s positively correlated. A value of 0 means that there’s no identifiable relationship between them.
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