covariance() function

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covariance() computes the covariance between two columns.

Function type signature

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Parameters

columns

({{< req >}}) List of two columns to operate on.

pearsonr

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

valueDst

Column to store the result in. Default is _value.

tables

Input data. Default is piped-forward data (<-).

Examples

Calculate the covariance between two columns

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Input data

_time	x	y
2021-01-01T00:00:00Z	0	0
2021-01-01T00:00:12Z	1	0.5
2021-01-01T00:00:24Z	4	8
2021-01-01T00:00:36Z	9	40.5
2021-01-01T00:00:48Z	16	128

Output data

_value
345.75

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