Categories:
Aggregate Functions (General) , Window Functions

COVAR_SAMP

Returns the sample covariance for non-null pairs in a group. It is computed for non-null pairs using the following formula:

(SUM(x*y) - SUM(x) * SUM(y) / COUNT(*)) / (COUNT(*) - 1)

Where x is the independent variable and y is the dependent variable.

See also:
COVAR_POP , COUNT , SUM

Syntax

COVAR_SAMP( y , x )

Usage Notes

  • DISTINCT is not supported for this function.

Examples

CREATE OR REPLACE TABLE aggr(k int, v decimal(10,2), v2 decimal(10, 2));
INSERT INTO aggr VALUES(1, 10, NULL);
INSERT INTO aggr VALUES(2, 10, 11), (2, 20, 22), (2, 25, NULL), (2, 30, 35);
SELECT k, COVAR_SAMP(v, v2) FROM aggr GROUP BY k;


---+-------------------+
 k | covar_samp(v, v2) |
---+-------------------+
 1 | [NULL]            |
 2 | 120               |
---+-------------------+