Is it possible to calculate covariance of two columns in druid? The stats and datasketches extensions don’t seem to support that as far as I can tell. Thanks!
No, it doesn’t seem to be supported yet. But that sounds like a valuable enhancement to pursue. Please create a request at Issues · apache/druid · GitHub ?
And maybe even try to build it? We love to welcome new contributors to the Apache Druid project. Some info on that: Creating extensions · Apache Druid
Created the issue here Support covariance of two columns · Issue #13007 · apache/druid · GitHub
If I were to work on this myself, should I add it to the existing stats extension? druid/extensions-core/stats/src/main/java/org/apache/druid/query/aggregation/variance at master · apache/druid · GitHub
I am no expert, but that seems like the right place to me.