COVAR_SAMP Function [Aggregate]

Syntax 1

COVAR_SAMP (dependent-expression, independent-expression)

Syntax 2

COVAR_SAMP (dependent-expression, independent-expression)

OVER (window-spec)

Parameters

Parameter	Description
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 applied to an empty set, then COVAR_SAMP returns NULL.

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

(SUM(x*y) - SUM(x) * SUM(y) / n) / (n-1)

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

Note: ROLLUP and CUBE are not supported in the GROUP BY clause with Syntax 1. DISTINCT is not supported.

Syntax 2 represents usage as a window function in a SELECT statement. As such, you can specify elements of window-spec either in the function syntax (inline), or with a WINDOW clause in the SELECT statement.

Standards and Compatibility

SQL—ISO/ANSI SQL compliant. SQL foundation feature outside of core SQL.
Sybase—Compatible with SQL Anywhere.

Example

The following example measures the strength of association between employee age and salary. This function returns the value 74782.946005:

SELECT COVAR_SAMP( Salary, ( 2008 - YEAR( BirthDate ) ) ) FROM Employees;