COVAR_SAMP

Returns the sample covariance of value pairs.

See also: COVAR_POP

Syntax

-- As an aggregate
COVAR_SAMP( expr1, expr2 )

-- As a window function
COVAR_SAMP ( 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 sample covariance with type DOUBLE.

Notes

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

  • The function also returns NULL when only one value is non-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_SAMP("Age","Salary") FROM nba GROUP BY 1 ORDER BY 2 ASC;
Team                   | covar_samp
-----------------------+--------------
Cleveland Cavaliers    | -9899969.4945
San Antonio Spurs      | -7434481.0571
Oklahoma City Thunder  | -3960471.5619
Detroit Pistons        | -1407390.5429
Los Angeles Clippers   | -1037225.7619
New Orleans Pelicans   |  -464825.0117
Utah Jazz              |   997312.2524
Philadelphia 76ers     |  1570272.6593
Sacramento Kings       |  2470827.9429
Dallas Mavericks       |  2591500.1095
Washington Wizards     |  2601352.3905
Milwaukee Bucks        |  2790831.8458
Orlando Magic          |  3029242.3187
Golden State Warriors  |  3591810.3571
Portland Trail Blazers |  4223202.2714
Denver Nuggets         |  4271493.8132
Toronto Raptors        |  4847589.7762
Minnesota Timberwolves |  4867005.0256
Charlotte Hornets      |  5418069.4286
Houston Rockets        |   5688478.081
Phoenix Suns           |   5979617.881
Indiana Pacers         |  6169271.6857
Boston Celtics         |  6243718.6264
Brooklyn Nets          |  6556855.7857
Chicago Bulls          |  6971097.7714
Atlanta Hawks          |  9492270.0714
Memphis Grizzlies      | 10256905.0769
New York Knicks        | 10949120.7333
Miami Heat             | 14093744.6795
Los Angeles Lakers     |    16500218.2