ClickHouse/docs/ja/sql-reference/aggregate-functions/reference/covarpopmatrix.md

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covarPopMatrix

N個の変数に対する母集団分散共分散行列を返します。

構文

covarPopMatrix(x[, ...])

引数

• x — 可変個数のパラメータ。(U)Int*, Float*, Decimal。

戻り値

• 母集団分散共分散行列。Array(Array(Float64))。

例

クエリ:

DROP TABLE IF EXISTS test;
CREATE TABLE test
(
    a UInt32,
    b Float64,
    c Float64,
    d Float64
)
ENGINE = Memory;
INSERT INTO test(a, b, c, d) VALUES (1, 5.6, -4.4, 2.6), (2, -9.6, 3, 3.3), (3, -1.3, -4, 1.2), (4, 5.3, 9.7, 2.3), (5, 4.4, 0.037, 1.222), (6, -8.6, -7.8, 2.1233), (7, 5.1, 9.3, 8.1222), (8, 7.9, -3.6, 9.837), (9, -8.2, 0.62, 8.43555), (10, -3, 7.3, 6.762);

SELECT arrayMap(x -> round(x, 3), arrayJoin(covarPopMatrix(a, b, c, d))) AS covarPopMatrix
FROM test;

結果:

   ┌─covarPopMatrix────────────┐
1. │ [8.25,-1.76,4.08,6.748]   │
2. │ [-1.76,41.07,6.486,2.132] │
3. │ [4.08,6.486,34.21,4.755]  │
4. │ [6.748,2.132,4.755,9.93]  │
   └───────────────────────────┘