PromQL: Covariance and correlation functions

[mattbostock]

Are there any plans to support covariance and correlation functions in PromQL?

It could be useful for post-mortem analysis to find correlations that could explain the impact or possible root causes of an incident.

[brian-brazil]

In my opinion that's getting into heavy statistical analysis, and a dedicated tool such as R would be a more appropriate way to manage that.

[adamdrake]

I've been thinking about this as well. It would probably be helpful to have this functionality for the reasons mentioned. @brian-brazil, can you help me understand, from a project perspective, when something becomes heavy statistical analysis? There is other functionality (e.g., Holt-Winters) present which seems more complicated than correlations, so I'm not sure where the line is drawn.

[brian-brazil]

Holt winters currently is the line, and I'm not sure we'd even add something else that complex.

[mattbostock]

R is a great tool, though it means having to use a separate tool (and learn it if I didn't know it).

With the addition of the remote read functionality, it's feasible that PromQL could be used increasingly for queries that were perhaps less obvious for the alerting use case.