104 lines
2.1 KiB
Markdown
104 lines
2.1 KiB
Markdown
---
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title: covariance() function
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description: >
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`covariance()` computes the covariance between two columns.
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menu:
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flux_v0_ref:
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name: covariance
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parent: universe
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identifier: universe/covariance
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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#L192-L200
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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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`covariance()` computes the covariance between two columns.
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##### Function type signature
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```js
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(<-tables: stream[A], columns: [string], ?pearsonr: bool, ?valueDst: string) => stream[B] where A: Record, B: 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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### columns
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({{< req >}})
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List of two columns to operate on.
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### pearsonr
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Normalize results to the Pearson R coefficient. Default is `false`.
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### valueDst
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Column to store the result in. Default is `_value`.
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### tables
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Input data. Default is piped-forward data (`<-`).
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## Examples
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### Calculate the covariance between two columns
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```js
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data
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|> covariance(columns: ["x", "y"])
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```
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{{< expand-wrapper >}}
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{{% expand "View example input and output" %}}
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#### Input data
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| _time | x | y |
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| -------------------- | -- | ---- |
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| 2021-01-01T00:00:00Z | 0 | 0 |
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| 2021-01-01T00:00:12Z | 1 | 0.5 |
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| 2021-01-01T00:00:24Z | 4 | 8 |
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| 2021-01-01T00:00:36Z | 9 | 40.5 |
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| 2021-01-01T00:00:48Z | 16 | 128 |
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#### Output data
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| _value |
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| ------- |
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| 345.75 |
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{{% /expand %}}
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{{< /expand-wrapper >}}
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