cov() function
The cov()
function computes the covariance between two streams by first joining the streams,
then performing the covariance operation.
cov(x: stream1, y: stream2, on: ["_time", "_field"], pearsonr: false)
Parameters
x
(Required)
First input stream used to calculate the covariance.
Values in the _value
columns must be float values.
y
(Required)
Second input stream used to calculate the covariance.
Values in the _value
columns must be float values.
on
(Required) List of columns to join on.
pearsonr
Normalize results to the Pearson R coefficient.
Default is false
.
Examples
The following example uses generate.from()
to generate sample data and show how cov()
transforms data.
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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