pearsonr() function
The pearsonr() function computes the Pearson R correlation coefficient between two streams
by first joining the streams, then performing the covariance operation normalized to compute R.
Output data type: Float
pearsonr(x: stream1, y: stream2, on: ["_time", "_field"])
Parameters
x
First input stream used in the operation.
y
Second input stream used in the operation.
on
List of columns to join on.
Examples
The following example uses generate.from()
to generate sample data and show how pearsonr() 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()
pearsonr(x: stream1, y: stream2, on: ["_time"])
Function definition
pearsonr = (x,y,on) =>
cov(x:x, y:y, on:on, pearsonr:true)
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