SQL in a Nutshell, 2nd Edition

Name

COVAR_POP

Synopsis

The COVAR_POP function returns the population covariance of a set of dependent and independent variables.

SQL2003 Syntax

Call the function with two variables, one dependent and the other independent:

COVAR_POP( dependent, independent)

The function disregards any pair in which either the dependent variable, independent variable, or both are NULL. If no rows remain in the group after NULL elimination, then the result of the function is NULL.

Oracle

Oracle supports the SQL2003 syntax and implements the following analytic syntax:

COVAR_POP ( dependent, independent ) OVER (window_clause)

For an explanation of the window_clause, see the section later in this chapter titled Section 4.3.

DB2

In DB2, the function is named CORRELATION.

MySQL, PostgreSQL, and SQL Server

These platforms do not support any form of the COVAR_POP function.

Example

The following COVAR_POP example uses the data shown by the first SELECT:

SELECT * FROM test2;
         Y          X
---------- ----------
         1          3
         2          2
         3          1
SELECT COVAR_POP(y,x) FROM test2;
COVAR_POP(Y,X)
--------------
    -.66666667