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"])
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