Name

COVAR_POP

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

ANSI SQL Standard 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, the independent variable, or both are NULL. If no rows remain in the group after NULL elimination, the result of the function is NULL.

Oracle

Oracle supports the ANSI SQL 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 “ANSI SQL Window Functions.”

PostgreSQL

PostgreSQL supports the ANSI SQL syntax of the COVAR_POP function.

MySQL and SQL Server

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

Example

The following COVAR_POP example uses the data retrieved 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

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