covariance() function
covariance() computes the covariance between two columns.
Function type signature
(<-tables: stream[A], columns: [string], ?pearsonr: bool, ?valueDst: string) => stream[B] where A: Record, B: Record
For more information, see Function type signatures.
Parameters
columns
(Required) List of two columns to operate on.
pearsonr
Normalize results to the Pearson R coefficient. Default is false.
valueDst
Column to store the result in. Default is _value.
tables
Input data. Default is piped-forward data (<-).
Examples
Calculate the covariance between two columns
data
|> covariance(columns: ["x", "y"])
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