Module covariance

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