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

Avery Bradley

Boston Celtics

0

PG

25

2-Jun

180

Texas

7730337

Jae Crowder

Boston Celtics

99

SF

25

6-Jun

235

Marquette

6796117

John Holland

Boston Celtics

30

SG

27

5-Jun

205

Boston University

R.J. Hunter

Boston Celtics

28

SG

22

5-Jun

185

Georgia State

1148640

Jonas Jerebko

Boston Celtics

8

PF

29

10-Jun

231

5000000

Amir Johnson

Boston Celtics

90

PF

29

9-Jun

240

12000000

Jordan Mickey

Boston Celtics

55

PF

21

8-Jun

235

LSU

1170960

Kelly Olynyk

Boston Celtics

41

C

25

Jul-00

238

Gonzaga

2165160

Terry Rozier

Boston Celtics

12

PG

22

2-Jun

190

Louisville

1824360

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