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"])