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81 lines
1.9 KiB
Markdown
81 lines
1.9 KiB
Markdown
---
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slug: /en/sql-reference/aggregate-functions/reference/covarsamp
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sidebar_position: 124
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---
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# covarSamp
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Calculates the value of `Σ((x - x̅)(y - y̅)) / (n - 1)`.
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:::note
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This function uses a numerically unstable algorithm. If you need [numerical stability](https://en.wikipedia.org/wiki/Numerical_stability) in calculations, use the [`covarSampStable`](../reference/covarsamp.md) function. It works slower but provides a lower computational error.
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:::
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**Syntax**
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```sql
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covarSamp(x, y)
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```
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**Arguments**
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- `x` — first variable. [(U)Int*](../../data-types/int-uint.md), [Float*](../../data-types/float.md), [Decimal](../../data-types/decimal.md).
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- `y` — second variable. [(U)Int*](../../data-types/int-uint.md), [Float*](../../data-types/float.md), [Decimal](../../data-types/decimal.md).
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**Returned Value**
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- The sample covariance between `x` and `y`. For `n <= 1`, `nan` is returned. [Float64](../../data-types/float.md).
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**Example**
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Query:
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```sql
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DROP TABLE IF EXISTS series;
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CREATE TABLE series(i UInt32, x_value Float64, y_value Float64) ENGINE = Memory;
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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);
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```
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```sql
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SELECT covarSamp(x_value, y_value)
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FROM
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(
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SELECT
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x_value,
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y_value
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FROM series
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);
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```
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Result:
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```reference
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┌─covarSamp(x_value, y_value)─┐
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│ 7.206275555555556 │
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└─────────────────────────────┘
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```
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Query:
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```sql
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SELECT covarSamp(x_value, y_value)
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FROM
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(
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SELECT
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x_value,
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y_value
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FROM series LIMIT 1
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);
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```
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Result:
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```reference
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┌─covarSamp(x_value, y_value)─┐
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│ nan │
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└─────────────────────────────┘
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```
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