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cov() function

content/flux/v0/stdlib/universe/cov.md

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

Function type signature
js
(on: [string], x: A, y: B, ?pearsonr: bool) => stream[C] where C: Record

{{% caption %}} For more information, see Function type signatures. {{% /caption %}}

Parameters

x

({{< req >}}) First input stream.

y

({{< req >}}) Second input stream.

on

({{< req >}}) 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

js
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"])

{{< expand-wrapper >}} {{% expand "View example output" %}}

Output data

_value
87.75

{{% /expand %}} {{< /expand-wrapper >}}