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.

Returns

DOUBLE

Remarks

This function converts its arguments to DOUBLE, and performs the computation in double-precision floating point. 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( y * x ) - SUM( x ) * SUM( y ) / n ) / n

where y represents the dependent-expression and x 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 core SQL.

Example

The following example measures the strength of association between employees' age and salary. This function returns the value 73785.84005866646.

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