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Returns the sample covariance of a set of number pairs.
COVAR_SAMP (dependent-expression, independent-expression)
COVAR_SAMP (dependent-expression, independent-expression)
OVER (window-spec)
window-spec: See Syntax 2 instructions in the Usage section, below.
dependent-expression The variable that is affected by the independent variable.
independent-expression The variable that influences the outcome.
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;
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.
See "Mathematical formulas for the aggregate functions "in SQL Anywhere Server – SQL Usage.
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. For information on how to specify the window, see “Analytical functions”.
