Function polars_core::functions::cov_i

source · 
pub fn cov_i<T>(a: &ChunkedArray<T>, b: &ChunkedArray<T>) -> Option<f64>where
    T: PolarsIntegerType,
    T::Native: ToPrimitive,
    <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 77)
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78

pub fn pearson_corr_i<T>(a: &ChunkedArray<T>, b: &ChunkedArray<T>, ddof: u8) -> Option<f64>
where
    T: PolarsIntegerType,
    T::Native: ToPrimitive,
    <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<f64>,
{
    let (a, b) = coalesce_nulls(a, b);
    let a = a.as_ref();
    let b = b.as_ref();

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