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COVAR_POP()

Population covariance

Result type

DOUBLE PRECISION

Syntax
COVAR_POP ( <expr1>, <expr2> )
Table 1. COVAR_POP Function Parameters
Parameter Description

exprN

Numeric expression.It may contain a table column, a constant, a variable, an expression, a non-aggregate function or a UDF.Aggregate functions are not allowed as expressions.

The function COVAR_POP returns the population covariance for a pair of numerical expressions.

The function COVAR_POP(<expr1>, <expr2>) is equivalent to

(SUM(<expr1> * <expr2>) - SUM(<expr1>) * SUM(<expr2>) / COUNT(*)) / COUNT(*)

If the group or window is empty, or contains only NULL values, the result will be NULL.

COVAR_SAMP()

Sample covariance

Result type

DOUBLE PRECISION

Syntax
COVAR_SAMP ( <expr1>, <expr2> )
Table 1. COVAR_SAMP Function Parameters
Parameter Description

exprN

Numeric expression.It may contain a table column, a constant, a variable, an expression, a non-aggregate function or a UDF.Aggregate functions are not allowed as expressions.

The function COVAR_SAMP returns the sample covariance for a pair of numerical expressions.

The function COVAR_SAMP(<expr1>, <expr2>) is equivalent to

(SUM(<expr1> * <expr2>) - SUM(<expr1>) * SUM(<expr2>) / COUNT(*)) / (COUNT(*) - 1)

If the group or window is empty, contains only 1 row, or contains only NULL values, the result will be NULL.