COVAR_SAMP
Aggregate function.
The covar_samp() function returns the sample covariance (Σ((x - x̅)(y - y̅)) / (n - 1)) of two data columns.
caution
NULL values are not counted.
Syntax
COVAR_SAMP(expr0, expr1)
Arguments
| Arguments | Description |
|---|---|
| expression0 | Any numerical expression |
| expression1 | Any numerical expression |
Return Type
float64, when n <= 1, returns +∞.
Examples
SELECT covar_samp(number, number) from (SELECT * from numbers_mt(2) order by number asc);
+----------------------------+
| covar_samp(number, number) |
+----------------------------+
| 0.5 |
+----------------------------+