datatable.cov()

datatable.

cov

(

col1,

col2

)

sourcetests

Calculate covariance between col1 and col2.

Parameters

col1

,

col2

Expr

Input columns.

return

Expr

f-expression having one row, one column and the covariance between col1 and col2 as the value. If one of the input columns is non-numeric, the value is NA. The output column stype is float32 if both col1 and col2 are float32, and float64 in all the other cases.

Examples

from datatable import dt, f DT = dt.Frame(A = [0, 1, 2, 3], B = [0, 2, 4, 6]) DT

	A	B
	int32	int32
0	0	0
1	1	2
2	2	4
3	3	6

4 rows × 2 columns

DT[:, dt.cov(f.A, f.B)]

	C0
	float64
0	3.33333

1 row × 1 column

See Also

• corr() – function to calculate correlation between two columns.