Categories:

Aggregate functions (General) , Window functions (General)

COVAR_POP

Returns the population 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(*)

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

See also:

COVAR_SAMP , COUNT , SUM

Syntax

Aggregate function

COVAR_POP( y , x )
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Window function

COVAR_POP( y , x ) OVER ( [ PARTITION BY <expr1> ] )
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Usage notes

  • DISTINCT is not supported for this function.

  • When this function is called as a window function, it does not support:

    • An ORDER BY clause within the OVER clause.

    • Explicit window frames.

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 * FROM aggr;
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+---+-------+-------+
| K |     V |    V2 |
|---+-------+-------|
| 1 | 10.00 |  NULL |
| 2 | 10.00 | 11.00 |
| 2 | 20.00 | 22.00 |
| 2 | 25.00 |  NULL |
| 2 | 30.00 | 35.00 |
+---+-------+-------+

SELECT k, COVAR_POP(v, v2) FROM aggr GROUP BY k;
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+---+------------------+
| K | COVAR_POP(V, V2) |
|---+------------------|
| 1 |             NULL |
| 2 |               80 |
+---+------------------+
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