covariance() function

The covariance() function computes the covariance between two columns.

Function type: Transformation
Output data type: Float

covariance(columns: ["column_x", "column_y"], pearsonr: false, valueDst: "_value")

Parameters

columns

(Required) A list of two columns on which to operate.

Data type: Array of strings

pearsonr

Indicates whether the result should be normalized to be the Pearson R coefficient.

Data type: Boolean

valueDst

The column into which the result will be placed. Defaults to "_value".

Data type: String

Examples

from(bucket: "example-bucket")
  |> range(start:-5m)  
  |> map(fn: (r) => ({r with x: r._value, y: r._value * r._value / 2}))
  |> covariance(columns: ["x", "y"])