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Applies to: ✅ Azure Data Explorer ✅ Azure Monitor ✅ Microsoft Sentinel
Calculates the sample covariance of two random variables expr1 and expr2 in records for which predicate evaluates to true.
Null values are ignored and don't factor into the calculation.
The following formula is used:
Note
This function is used in conjunction with the summarize operator.
Syntax
covariancepif(expr1 , *expr2 , predicate)
Learn more about syntax conventions.
Parameters
| Name | Type | Required | Description |
|---|---|---|---|
| expr1 | real |
✔️ | First random variable expression. |
| expr2 | real |
✔️ | Second random variable expression. |
| predicate | string |
✔️ | If predicate evaluates to true, values of expr1 and expr2 will be added to the covariance. |
Returns
Returns the covariance value of expr1 and expr2 in records for which predicate evaluates to true.
Example
The example in this section shows how to use the syntax to help you get started.
This query creates a new variable y based on whether x is even or odd and then calculates the covariance of x and y for the subset of numbers where x is divisible by 3.
range x from 1 to 100 step 1
| extend y = iff(x % 2 == 0, x * 2, x * 3)
| summarize covariancepif(x, y, x % 3 == 0)
Output
| covariancepif_x_y |
|---|
| 2077.09090909091 |