COVAR_SAMP()

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

Syntax

COVAR_SAMP( 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.

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_SAMP( Salary, ( 2008 - YEAR( BirthDate ) ) ) 
FROM Employees
group by depart_ID

With a window:

SELECT COVAR_SAMP( Salary, ( 2008 - YEAR( BirthDate ) ) ) 
FROM Employees
KEEP 10 ROWS