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(40),
   "Team" text(40),
   "Number" tinyint,
   "Position" text(2),
   "Age" tinyint,
   "Height" text(4),
   "Weight" real,
   "College" text(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