cov() function
The cov()
function computes the covariance between two streams by first joining the streams,
then performing the covariance operation.
Function type: Transformation
Output data type: Float
cov(x: table1, y: table2, on: ["_time", "_field"], pearsonr: false)
Parameters
x
One input stream used to calculate the covariance.
Data type: Record
y
The other input table used to calculate the covariance.
Data type: Record
on
The list of columns on which to join.
Data type: Array of strings
pearsonr
Indicates whether the result should be normalized to be the Pearson R coefficient.
Data type: Boolean
Examples
table1 = from(bucket: "example-bucket")
|> range(start: -15m)
|> filter(fn: (r) =>
r._measurement == "measurement_1"
)
table2 = from(bucket: "example-bucket")
|> range(start: -15m)
|> filter(fn: (r) =>
r._measurement == "measurement_2"
)
cov(x: table1, y: table2, on: ["_time", "_field"])
Function definition
cov = (x,y,on,pearsonr=false) =>
join( tables:{x:x, y:y}, on:on )
|> covariance(pearsonr:pearsonr, columns:["_value_x","_value_y"])
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