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

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

covariance() computes the covariance between two columns.

Function type signature

(<-tables: stream[A], columns: [string], ?pearsonr: bool, ?valueDst: string) => stream[B] where A: Record, B: Record

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Parameters

columns

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

pearsonr

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

valueDst

Column to store the result in. Default is _value.

tables

Input data. Default is piped-forward data (<-).

Examples

Calculate the covariance between two columns

data
    |> covariance(columns: ["x", "y"])

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Input data

_time	x	y
2021-01-01T00:00:00Z	0	0
2021-01-01T00:00:12Z	1	0.5
2021-01-01T00:00:24Z	4	8
2021-01-01T00:00:36Z	9	40.5
2021-01-01T00:00:48Z	16	128

Output data

_value
345.75

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