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"])

Function definition

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