Function polars_core::functions::cov_f

source · 
pub fn cov_f<T>(a: &ChunkedArray<T>, b: &ChunkedArray<T>) -> Option<T::Native>where
    T: PolarsFloatType,
    T::Native: Float,
    <T::Native as Simd>::Simd: Add<Output = <T::Native as Simd>::Simd> + Sum<T::Native> + SimdOrd<T::Native>,
Expand description

Compute the covariance between two columns.

Examples found in repository?
src/functions.rs (line 94)
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pub fn pearson_corr_f<T>(a: &ChunkedArray<T>, b: &ChunkedArray<T>, ddof: u8) -> Option<T::Native>
where
    T: PolarsFloatType,
    T::Native: Float,
    <T::Native as Simd>::Simd: Add<Output = <T::Native as Simd>::Simd>
        + compute::aggregate::Sum<T::Native>
        + compute::aggregate::SimdOrd<T::Native>,
    ChunkedArray<T>: ChunkVar<T::Native>,
{
    let (a, b) = coalesce_nulls(a, b);
    let a = a.as_ref();
    let b = b.as_ref();

    Some(cov_f(a, b)? / (a.std(ddof)? * b.std(ddof)?))
}