COVAR_POP()

Aggregate. Returns the population covariance of a set of number pairs.

Syntax

COVAR_POP( dependent-expression, independent-expression )

Parameters
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.

With a GROUP BY clause:
SELECT COVAR_POP( Salary, ( 2008 - YEAR( BirthDate ) ) ) 
FROM Employees
group by depart_ID
With a window:
SELECT COVAR_POP( Salary, ( 2008 - YEAR( BirthDate ) ) ) 
FROM Employees
KEEP 10 ROWS