COVAR_SAMP Function [Aggregate]

Returns the sample covariance of a set of number pairs.

Syntax 1

COVAR_SAMP (dependent-expression, independent-expression)

Syntax 2

COVAR_SAMP (dependent-expression, independent-expression)

OVER (window-spec)

Parameters

Parameters
Parameter	Description
dependent-expression	The variable that is affected by the independent variable.
independent-expression	The variable that influences the outcome.

Example

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;

Usage

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 SQL Anywhere Server - SQL Usage > Querying and modifying data > OLAP support > Window functions in SQL Anywhere > Row numbering functions > Mathematical formulas for the aggregate functions..

Note: 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.

Standards and Compatibility

SQL—ISO/ANSI SQL compliant. SQL foundation feature outside of core SQL.
Sybase—Compatible with SQL Anywhere.