Documentation

pearsonr() function

Flux 0.7.0+

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"])

View input and output

Function definition

pearsonr = (x,y,on) =>
  cov(x:x, y:y, on:on, pearsonr:true)

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