COVAR_SAMP

Returns the sample covariance of value pairs.

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" 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_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