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"])
Was this page helpful?
Thank you for your feedback!
Support and feedback
Thank you for being part of our community! We welcome and encourage your feedback and bug reports for Flux and this documentation. To find support, use the following resources:
Customers with an annual or support contract can contact InfluxData Support.