Documentation

cov() function

cov() computes the covariance between two streams of tables.

Function type signature
(on: [string], x: A, y: B, ?pearsonr: bool) => stream[C] where C: Record
For more information, see Function type signatures.

Parameters

x

(Required) First input stream.

y

(Required) Second input stream.

on

(Required) List of columns to join on.

pearsonr

Normalize results to the Pearson R coefficient. Default is false.

Examples

Return the covariance between two streams of tables

import "generate"

stream1 =
    generate.from(count: 5, fn: (n) => n * n, start: 2021-01-01T00:00:00Z, stop: 2021-01-01T00:01:00Z)
        |> toFloat()

stream2 =
    generate.from(count: 5, fn: (n) => n * n * n / 2, start: 2021-01-01T00:00:00Z, stop: 2021-01-01T00:01:00Z)
        |> toFloat()

cov(x: stream1, y: stream2, on: ["_time"])

View example output


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