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 returnsNULL
. - 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
):
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