COVAR_POP¶

Returns the population covariance of value pairs.

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" text,
   "Team" text,
   "Number" tinyint,
   "Position" text,
   "Age" tinyint,
   "Height" text,
   "Weight" real,
   "College" text,
   "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