Returns the population covariance of a set of number pairs.
COVAR_POP( dependent-expression, independent-expression )
COVAR_POP( dependent-expression, independent-expression ) OVER ( window-spec )
window-spec : see Syntax 2 instructions in the Remarks section below
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. The following computation is then made:
( SUM( x * y ) - SUM( y ) * SUM( y ) / n ) / n
where x represents the dependent-expression and y represents the independent-expression.
For more information about the statistical computation performed, see Mathematical formulas for the aggregate functions.
Syntax 2 represents usage as a window function in a SELECT statement. As such, elements of window-spec can be specified either in the function syntax (inline), or in conjunction with a WINDOW clause in the SELECT statement. See the window-spec definition provided in WINDOW clause.
For more information about using window functions in SELECT statements, including working examples, see Window functions.
SQL/2003 SQL foundation feature (T621) outside of core SQL.
The following example measures the strength of association between employees' age and salary. This function returns the value 73785.84005866687.
SELECT COVAR_POP( Salary, ( YEAR( NOW( ) ) - YEAR( BirthDate ) ) ) FROM Employees;
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