112 lines
2.1 KiB
Markdown
112 lines
2.1 KiB
Markdown
---
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title: cov() function
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description: >
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`cov()` computes the covariance between two streams of tables.
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menu:
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flux_v0_ref:
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name: cov
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parent: universe
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identifier: universe/cov
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weight: 101
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flux/v0/tags: [transformations, aggregates]
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introduced: 0.7.0
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---
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<!------------------------------------------------------------------------------
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IMPORTANT: This page was generated from comments in the Flux source code. Any
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edits made directly to this page will be overwritten the next time the
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documentation is generated.
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To make updates to this documentation, update the function comments above the
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function definition in the Flux source code:
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https://github.com/influxdata/flux/blob/master/stdlib/universe/universe.flux#L3703-L3705
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Contributing to Flux: https://github.com/influxdata/flux#contributing
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Fluxdoc syntax: https://github.com/influxdata/flux/blob/master/docs/fluxdoc.md
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------------------------------------------------------------------------------->
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`cov()` computes the covariance between two streams of tables.
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##### Function type signature
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```js
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(on: [string], x: A, y: B, ?pearsonr: bool) => stream[C] where C: Record
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```
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{{% caption %}}
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For more information, see [Function type signatures](/flux/v0/function-type-signatures/).
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{{% /caption %}}
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## Parameters
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### x
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({{< req >}})
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First input stream.
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### y
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({{< req >}})
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Second input stream.
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### on
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({{< req >}})
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List of columns to join on.
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### pearsonr
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Normalize results to the Pearson R coefficient. Default is `false`.
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## Examples
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### Return the covariance between two streams of tables
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```js
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import "generate"
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stream1 =
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generate.from(
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count: 5,
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fn: (n) => n * n,
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start: 2021-01-01T00:00:00Z,
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stop: 2021-01-01T00:01:00Z,
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)
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|> toFloat()
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stream2 =
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generate.from(
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count: 5,
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fn: (n) => n * n * n / 2,
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start: 2021-01-01T00:00:00Z,
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stop: 2021-01-01T00:01:00Z,
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)
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|> toFloat()
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cov(x: stream1, y: stream2, on: ["_time"])
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```
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{{< expand-wrapper >}}
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{{% expand "View example output" %}}
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#### Output data
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| _value |
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| ------- |
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| 87.75 |
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{{% /expand %}}
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{{< /expand-wrapper >}}
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