polars.cov

polars.cov(a: IntoExpr, b: IntoExpr, ddof: int = 1) → Expr

Compute the covariance between two columns/ expressions.

Parameters:

a

Column name or Expression.

b

Column name or Expression.

ddof

“Delta Degrees of Freedom”: the divisor used in the calculation is N - ddof, where N represents the number of elements. By default ddof is 1.

Examples

>>> df = pl.DataFrame({"a": [1, 8, 3], "b": [4, 5, 2], "c": ["foo", "bar", "foo"]})
>>> df.select(pl.cov("a", "b"))
shape: (1, 1)
┌─────┐
│ a   │
│ --- │
│ f64 │
╞═════╡
│ 3.0 │
└─────┘