COVAR_POP

Returns the population covariance of value pairs.

See also: COVAR_SAMP

Syntax

-- As an aggregate
COVAR_POP( expr1, expr2 )

-- As a window function
COVAR_POP ( expr1, expr2 ) OVER (
         [ PARTITION BY value_expression [, ...] ]
         [ ORDER BY value_expression [ ASC | DESC ] [ NULLS { FIRST | LAST } ] [, ...] ]
         [ frame_clause ]
      )

Arguments

Parameter

Description

expr1, expr2

Numeric expression

Returns

Returns the population covariance with type DOUBLE.

Notes

  • When all rows contain NULL values, the function returns NULL.

Examples

For these examples, assume a table named nba, with the following structure:

CREATE TABLE nba
(
   "Name" varchar(40),
   "Team" varchar(40),
   "Number" tinyint,
   "Position" varchar(2),
   "Age" tinyint,
   "Height" varchar(4),
   "Weight" real,
   "College" varchar(40),
   "Salary" float
 );

Here’s a peek at the table contents (Download nba.csv):

nba.csv

Name

Team

Number

Position

Age

Height

Weight

College

Salary

Avery Bradley

Boston Celtics

0.0

PG

25.0

6-2

180.0

Texas

7730337.0

Jae Crowder

Boston Celtics

99.0

SF

25.0

6-6

235.0

Marquette

6796117.0

John Holland

Boston Celtics

30.0

SG

27.0

6-5

205.0

Boston University

R.J. Hunter

Boston Celtics

28.0

SG

22.0

6-5

185.0

Georgia State

1148640.0

Jonas Jerebko

Boston Celtics

8.0

PF

29.0

6-10

231.0

5000000.0

Amir Johnson

Boston Celtics

90.0

PF

29.0

6-9

240.0

12000000.0

Jordan Mickey

Boston Celtics

55.0

PF

21.0

6-8

235.0

LSU

1170960.0

Kelly Olynyk

Boston Celtics

41.0

C

25.0

7-0

238.0

Gonzaga

2165160.0

Terry Rozier

Boston Celtics

12.0

PG

22.0

6-2

190.0

Louisville

1824360.0

Simple covariance

t=> SELECT "Team", COVAR_POP("Age","Salary") FROM nba GROUP BY 1 ORDER BY 2 ASC;
Team                   | covar_pop
-----------------------+--------------
Cleveland Cavaliers    | -9192828.8163
San Antonio Spurs      | -6938848.9867
Oklahoma City Thunder  | -3696440.1244
Detroit Pistons        | -1313564.5067
Los Angeles Clippers   |  -968077.3778
New Orleans Pelicans   |  -440360.5374
Utah Jazz              |   930824.7689
Philadelphia 76ers     |  1458110.3265
Sacramento Kings       |    2306106.08
Dallas Mavericks       |  2418733.4356
Washington Wizards     |  2427928.8978
Milwaukee Bucks        |  2616404.8555
Orlando Magic          |  2812867.8673
Golden State Warriors  |  3352356.3333
Portland Trail Blazers |  3941655.4533
Denver Nuggets         |  3966387.1122
Minnesota Timberwolves |  4492620.0237
Toronto Raptors        |  4524417.1244
Charlotte Hornets      |     5056864.8
Houston Rockets        |  5309246.2089
Phoenix Suns           |  5580976.6889
Indiana Pacers         |  5757986.9067
Boston Celtics         |  5797738.7245
Brooklyn Nets          |  6119732.0667
Chicago Bulls          |    6506357.92
Atlanta Hawks          |  8859452.0667
Memphis Grizzlies      |       9524269
New York Knicks        | 10264800.6875
Miami Heat             | 13009610.4734
Los Angeles Lakers     | 15400203.6533