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

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"])