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COVAR_SAMP | Snowflake Documentation

Categories:

Aggregate functions (General) , Window functions (General)

Returns the sample covariance for non-null pairs in a group. It is computed for non-null pairs using the following formula:

(SUM(x*y) - SUM(x) * SUM(y) / COUNT(*)) / (COUNT(*) - 1)

Where x is the independent variable and y is the dependent variable.

See also:

COVAR_POP , COUNT , SUM

Aggregate function

Window function

COVAR_SAMP( y , x ) OVER ( [ PARTITION BY <expr1> ] )

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• DISTINCT is not supported for this function.

• When this function is called as a window function, it does not support:

  • An ORDER BY clause within the OVER clause.

  • Explicit window frames.

CREATE OR REPLACE TABLE aggr(k int, v decimal(10,2), v2 decimal(10, 2));
INSERT INTO aggr VALUES(1, 10, NULL);
INSERT INTO aggr VALUES(2, 10, 11), (2, 20, 22), (2, 25, NULL), (2, 30, 35);

SELECT k, COVAR_SAMP(v, v2) FROM aggr GROUP BY k;

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+---+-------------------+
| K | COVAR_SAMP(V, V2) |
|---+-------------------|
| 1 |              NULL |
| 2 |               120 |
+---+-------------------+

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