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datafusion::functions_aggregate::covariance - Rust
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datafusion::functions_aggregate

Module covariance

Source
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CovarianceSample: covariance sample aggregations.

Structs§

CovarianceAccumulator
An accumulator to compute covariance The algorithm used is an online implementation and numerically stable. It is derived from the following paper for calculating variance: Welford, B. P. (1962). “Note on a method for calculating corrected sums of squares and products”. Technometrics. 4 (3): 419–420. doi:10.2307/1266577. JSTOR 1266577.
CovariancePopulation
CovarianceSample

Functions§

covar_pop
Computes the population covariance.
covar_pop_udaf
AggregateFunction that returns a AggregateUDF for CovariancePopulation
covar_samp
Computes the sample covariance.
covar_samp_udaf
AggregateFunction that returns a AggregateUDF for CovarianceSample