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Categories: Aggregate, Window

COVAR_SAMP

Returns the sample covariance for non-NULL pairs across all input values.

Syntax​

COVAR_SAMP(expression1 NUMERIC, expression2 NUMERIC) → DOUBLE​

  • expression1: An expression that evaluates to a numeric type. This parameter is the dependent value.
  • expression2: An expression that evaluates to a numeric type. This parameter is the independent value.

Examples

COVAR_SAMP example: Aggregate function 
SELECT COVAR_SAMP(trip_distance_mi, fare_amount) FROM Samples."samples.dremio.com"."NYC-taxi-trips";
-- 31.705367805565245
COVAR_SAMP example: Aggregate function with optional DISTINCT clause 
SELECT COVAR_SAMP(DISTINCT trip_distance_mi, fare_amount) FROM Samples."samples.dremio.com"."NYC-taxi-trips";
-- 302.5936880585907
COVAR_SAMP example: Window function 
SELECT COVAR_SAMP(trip_distance_mi, fare_amount)
  OVER (PARTITION BY trip_distance_mi)
FROM Samples."samples.dremio.com"."NYC-taxi-trips";
-- EXPR$0
-- 5.551204803332622E-17
-- 5.551204803332622E-17
-- 5.551204803332622E-17
-- ...
COVAR_SAMP example: Window function with cumulative window frame 
SELECT COVAR_SAMP(trip_distance_mi, fare_amount)
  OVER (PARTITION BY trip_distance_mi ORDER BY pickup_datetime RANGE BETWEEN CURRENT ROW AND UNBOUNDED FOLLOWING)
FROM Samples."samples.dremio.com"."NYC-taxi-trips";
-- EXPR$0
-- -0.0045570136128216445
-- -0.0045641862172963515
-- -0.0045641862172963515
-- -0.0045691878478008085
-- -0.004574617188900869
-- ...
COVAR_SAMP example: Window function with sliding window frame 
SELECT COVAR_SAMP(trip_distance_mi, fare_amount)
  OVER (PARTITION BY trip_distance_mi ORDER BY pickup_datetime ROWS BETWEEN 1 PRECEDING AND 2 FOLLOWING)
FROM Samples."samples.dremio.com"."NYC-taxi-trips";
-- EXPR$0
-- 0.0
-- 0.0
-- 0.0
-- 0.0
-- 0.0
-- 0.0
-- 7.401486830834377E-17
-- 7.401486830834377E-17
-- ...

Usage Notes​

The COVAR_SAMP function supports ALL and DISTINCT:

SELECT COVAR_SAMP( [ { ALL | DISTINCT } ] expression1, expression2)

The COVAR_SAMP function supports optional PARTITION BY, ORDER_BY, and cumulative and sliding window frame subclauses. See Window Functions for more information and syntax.