ClickHouse/docs/en/sql-reference/aggregate-functions/reference/covarsamp.md
2022-04-04 02:05:35 +03:00

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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 in calculations, use the covarSampStable function. It works slower but provides a lower computational error.