ClickHouse/docs/en/sql-reference/aggregate-functions/reference/covarsamp.md

13 lines
429 B
Markdown
Raw Normal View History

---
toc_priority: 37
---
# covarSamp {#covarsamp}
Calculates the value of `Σ((x - x̅)(y - y̅)) / (n - 1)`.
Returns Float64. When `n <= 1`, returns +∞.
!!! note "Note"
This function uses a numerically unstable algorithm. If you need [numerical stability](https://en.wikipedia.org/wiki/Numerical_stability) in calculations, use the `covarSampStable` function. It works slower but provides a lower computational error.