mirror of
https://github.com/ClickHouse/ClickHouse.git
synced 2024-12-04 21:42:39 +00:00
1.5 KiB
1.5 KiB
slug | sidebar_position |
---|---|
/en/sql-reference/aggregate-functions/reference/covarpopstable | 36 |
covarPopStable
Calculates the value of the population covariance:
\frac{\Sigma{(x - \bar{x})(y - \bar{y})}}{n}
It is similar to the covarPop function, but uses a numerically stable algorithm. As a result, covarPopStable
is slower than covarPop
but produces a more accurate result.
Syntax
covarPop(x, y)
Arguments
Returned Value
- The population covariance between
x
andy
. Float64.
Example
Query:
DROP TABLE IF EXISTS series;
CREATE TABLE series(i UInt32, x_value Float64, y_value Float64) ENGINE = Memory;
INSERT INTO series(i, x_value, y_value) VALUES (1, 5.6,-4.4),(2, -9.6,3),(3, -1.3,-4),(4, 5.3,9.7),(5, 4.4,0.037),(6, -8.6,-7.8),(7, 5.1,9.3),(8, 7.9,-3.6),(9, -8.2,0.62),(10, -3,7.3);
SELECT covarPopStable(x_value, y_value)
FROM
(
SELECT
x_value,
y_value
FROM series
);
Result:
┌─covarPopStable(x_value, y_value)─┐
│ 6.485648 │
└──────────────────────────────────┘