covar_samp
aggregate function
Applies to: Databricks SQL Databricks Runtime
Returns the sample covariance of number pairs in a group.
Syntax
covar_samp ( [ALL | DISTINCT] expr1, expr2 ) [FILTER ( WHERE cond ) ]
This function can also be invoked as a window function using the OVER
clause.
Arguments
expr1
: An expression that evaluates to a numeric.expr2
: An expression that evaluates to a numeric.cond
: An optional boolean expression filtering the rows used for aggregation.
Returns
A DOUBLE.
If DISTINCT
is specified the function operates only on a unique set of expr1
, expr2
pairs.
Examples
> SELECT covar_samp(c1, c2) FROM VALUES (1,1), (2,2), (2, 2), (3,3) AS tab(c1, c2);
0.6666666666666666
> SELECT covar_samp(DISTINCT c1, c2) FROM VALUES (1,1), (2,2), (2, 2), (3,3) AS tab(c1, c2);
1.0