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vmanojrc30's avatar
vmanojrc30
Contributor
2 years ago

Slope, Correll and Intercept Functions

Is it possible to calculate slope, Correll and Intercept for a given factors vary by 12 periods using OS Finance Rules? If so, what are the libraries, I need to Import? Appreciate any suggestions how...
Finance
  • vmanojrc30's avatar
    vmanojrc30
    2 years ago

    Thanks for your response.

    Yes, the linear regression calcs like Slope, Correll, Intercept are currently done in Excel however we are moving from Excel to OS.So we need to automate these calcs in OS using Business Rules.

     Period/Amount                
    EntityP1P2P3P4P5P6P7P8P9P10P11P12 SlopeCorrellSQRTIntercept
    AXXXXXXXXXXXX     
    BXXXXXXXXXXXX     

     

    I am not sure if this is a use case for Sensible ML as I haven't used it before. But does OS have code snippets to perform linear regression calcs in OS? or any suggestions to achieve this type of calcs using OS business rules.

     

     

JackLacava's avatar
JackLacava
Honored Contributor
2 years ago

For advanced math, OneStream only contains standard .Net functions like System.Math. Also, if you know you can achieve the calculations with Excel formulas, you can set them up in Spreadsheet.

However, you can add any .Net library you want, for example Math.NET. If you're in a Cloud environment, you will have to open a ticket with Support to have it installed.

Depending on what you want to achieve, you might also want to investigate the Sensible ML solution.

  • vmanojrc30's avatar
    vmanojrc30
    Contributor
    2 years ago

    Thanks for your response.

    Yes, the linear regression calcs like Slope, Correll, Intercept are currently done in Excel however we are moving from Excel to OS.So we need to automate these calcs in OS using Business Rules.

     Period/Amount                
    EntityP1P2P3P4P5P6P7P8P9P10P11P12 SlopeCorrellSQRTIntercept
    AXXXXXXXXXXXX     
    BXXXXXXXXXXXX     

     

    I am not sure if this is a use case for Sensible ML as I haven't used it before. But does OS have code snippets to perform linear regression calcs in OS? or any suggestions to achieve this type of calcs using OS business rules.