COVAR

Description

Calculates the sample covariance between two variables. If either input variable is NULL, that row is not included in the calculation.

Alias

• COVAR_POP

Syntax

COVAR(<expr1>, <expr2>)
COVAR_POP(<expr1>, <expr2>)

Parameters

Parameter	Description
<expr1>	One of the expressions to calculate, supported type is Double.
<expr2>	One of the expressions to calculate, supported type is Double.

Return Value

Returns the sample covariance of expr1 and expr2, with return type Double. If there is no valid data in the group, returns NULL.

Example

-- setup
create table baseall(
    id int,
    x double,
    y double
) distributed by hash(id) buckets 1
properties ("replication_num"="1");

insert into baseall values
    (1, 1.0, 2.0),
    (2, 2.0, 3.0),
    (3, 3.0, 4.0),
    (4, 4.0, NULL),
    (5, NULL, 5.0);

select covar(x,y) from baseall;

+-------------------+
| covar(x,y)        |
+-------------------+
| 0.666666666666667 |
+-------------------+

select id, covar(x, y) from baseall group by id;

+------+-------------+
| id   | covar(x, y) |
+------+-------------+
|    1 |           0 |
|    2 |           0 |
|    3 |           0 |
|    4 |        NULL |
|    5 |        NULL |
+------+-------------+