docs-v2/content/flux/v0.x/stdlib/universe/cov.md

title	description	menu	weight	flux/v0.x/tags	introduced
cov() function	`cov()` computes the covariance between two streams of tables.	flux_0_x_ref name parent identifier cov universe universe/cov	101	transformations aggregates	0.7.0

cov() computes the covariance between two streams of tables.

Function type signature

(on: [string], x: A, y: B, ?pearsonr: bool) => stream[C] where C: Record

{{% caption %}}For more information, see Function type signatures.{{% /caption %}}

Parameters

x

({{< req >}}) First input stream.

y

({{< req >}}) Second input stream.

on

({{< req >}}) List of columns to join on.

pearsonr

Normalize results to the Pearson R coefficient. Default is false.

Examples

Return the covariance between two streams of tables

import "generate"

stream1 =
    generate.from(count: 5, fn: (n) => n * n, start: 2021-01-01T00:00:00Z, stop: 2021-01-01T00:01:00Z)
        |> toFloat()

stream2 =
    generate.from(count: 5, fn: (n) => n * n * n / 2, start: 2021-01-01T00:00:00Z, stop: 2021-01-01T00:01:00Z)
        |> toFloat()

cov(x: stream1, y: stream2, on: ["_time"])

{{< expand-wrapper >}} {{% expand "View example output" %}}

Output data

_value
87.75

{{% /expand %}} {{< /expand-wrapper >}}