SQL in a Nutshell, 3rd Edition

Name

COVAR_SAMP

The COVAR_SAMP function returns the sample 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_SAMP(dependent, independent)

The function disregards any pair in which either the dependent variable, the independent variable, or both are NULL. The result of the function is NULL when none of the input pairs consists of two non-NULL values.

Oracle

Oracle supports the ANSI SQL syntax and implements the following analytic syntax:

COVAR_SAMP(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_SAMP function.

MySQL and SQL Server

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

Example

The following COVAR_SAMP example uses the data retrieved by the first SELECT:

SELECT * FROM test2;
         Y          X
---------- ----------
         1          3
         2          2
         3          1

SELECT COVAR_SAMP(y,x) FROM test2;
COVAR_SAMP(Y,X)
---------------
             −1