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
(Required) First input stream.
(Required) Second input stream.
(Required) List of columns to join on.
Normalize results to the Pearson R coefficient. Default is
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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