cov() function

Warning! This page documents an earlier version of Flux, which is no longer actively developed. Flux v0.50 is the most recent stable version of Flux.

The cov() function computes the covariance between two streams by first joining the streams, then performing the covariance operation.

_Function type: Aggregate
Output data type: Float

cov(x: table1, y: table2, on: ["_time", "_field"], pearsonr: false)

Parameters

x

One input stream used to calculate the covariance.

Data type: Object

y

The other input table used to calculate the covariance.

Data type: Object

on

The list of columns on which to join.

Data type: Array of strings

pearsonr

Indicates whether the result should be normalized to be the Pearson R coefficient.

Data type: Boolean

Examples

table1 = from(bucket: "telegraf/autogen")
  |> range(start: -15m)
  |> filter(fn: (r) =>
    r._measurement == "measurement_1"
  )

table2 = from(bucket: "telegraf/autogen")
  |> range(start: -15m)
  |> filter(fn: (r) =>
    r._measurement == "measurement_2"
  )

cov(x: table1, y: table2, on: ["_time", "_field"])

Function definition

cov = (x,y,on,pearsonr=false) =>
  join( tables:{x:x, y:y}, on:on )
    |> covariance(pearsonr:pearsonr, columns:["_value_x","_value_y"])