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COVAR_SAMP

Description​

Calculates the sample covariance between two variables. If either input variable is NULL, that row is not included in the calculation.

Syntax​

COVAR_SAMP(<expr1>, <expr2>)

Parameters​

ParameterDescription
<expr1>One of the expressions to calculate, supported type is Double.
<expr2>One of the expressions to calculate, supported type is Double.

Return Value​

Returns the sample covariance of expr1 and expr2, with return type Double. If there is no valid data in the group, returns NULL.

Example​

-- setup
create table baseall(
id int,
x double,
y double
) distributed by hash(id) buckets 1
properties ("replication_num"="1");

insert into baseall values
(1, 1.0, 2.0),
(2, 2.0, 3.0),
(3, 3.0, 4.0),
(4, 4.0, NULL),
(5, NULL, 5.0);
select covar_samp(x,y) from baseall;
+-----------------+
| covar_samp(x,y) |
+-----------------+
| 1 |
+-----------------+
select id, covar_samp(x, y) from baseall group by id;
+------+------------------+
| id | covar_samp(x, y) |
+------+------------------+
| 1 | 0 |
| 2 | 0 |
| 3 | 0 |
| 4 | NULL |
| 5 | NULL |
+------+------------------+