COVAR_POP function [Aggregate]

Returns the population covariance of a set of number pairs.

Syntax 1
COVAR_POP( dependent-expression, independent-expression )
Syntax 2
COVAR_POP( dependent-expression, independent-expression ) 
OVER ( window-spec )
window-spec : see Syntax 2 instructions in the Remarks section below
Parameters
  • dependent-expression   The variable that is affected by the independent variable.

  • independent-expression   The variable that influences the outcome.

Remarks

This function converts its arguments to DOUBLE, performs the computation in double-precision floating point, and returns a DOUBLE as the result. If the function is applied to an empty set, then it returns NULL.

Both dependent-expression and independent-expression are numeric. The function is applied to the set of (dependent-expression, independent-expression) pairs after eliminating all pairs for which either dependent-expression or independent-expression is NULL. The following computation is then made:

( SUM( x * y ) - SUM( y ) * SUM( y ) / n ) / n

where x represents the dependent-expression and y represents the independent-expression.

For more information about the statistical computation performed, see Mathematical formulas for the aggregate functions.

Syntax 2 represents usage as a window function in a SELECT statement. As such, elements of window-spec can be specified either in the function syntax (inline), or in conjunction with a WINDOW clause in the SELECT statement. See the window-spec definition provided in WINDOW clause.

For more information about using window functions in SELECT statements, including working examples, see Window functions.

See also
Standards and compatibility
  • SQL/2003   SQL foundation feature (T621) outside of core SQL.

Example

The following example measures the strength of association between employees' age and salary. This function returns the value 73785.84005866687.

SELECT COVAR_POP( Salary, ( YEAR( NOW( ) ) - YEAR( BirthDate ) ) )
FROM Employees;