Aggregate. Returns the population covariance of a set of number pairs.
COVAR_POP( dependent-expression, independent-expression )
dependent-expression | The variable that is affected by the independent variable. |
independent-expression | The variable that influences the outcome. |
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.
SQL/2003 SQL foundation feature (T621) outside of core SQL.
The following example measures the strength of association between employees' age and salary.
SELECT COVAR_POP( Salary, ( 2008 - YEAR( BirthDate ) ) ) FROM Employees group by depart_IDWith a window:
SELECT COVAR_POP( Salary, ( 2008 - YEAR( BirthDate ) ) ) FROM Employees KEEP 10 ROWS