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"])