mirror of
https://github.com/ClickHouse/ClickHouse.git
synced 2024-12-17 11:52:27 +00:00
55 lines
1.5 KiB
Markdown
55 lines
1.5 KiB
Markdown
---
|
|
slug: /en/sql-reference/aggregate-functions/reference/covarpop
|
|
sidebar_position: 37
|
|
---
|
|
|
|
# covarPop
|
|
|
|
Calculates the population covariance:
|
|
|
|
$$
|
|
\frac{\Sigma{(x - \bar{x})(y - \bar{y})}}{n}
|
|
$$
|
|
|
|
:::note
|
|
This function uses a numerically unstable algorithm. If you need [numerical stability](https://en.wikipedia.org/wiki/Numerical_stability) in calculations, use the [`covarPopStable`](../reference/covarpopstable.md) function. It works slower but provides a lower computational error.
|
|
:::
|
|
|
|
**Syntax**
|
|
|
|
```sql
|
|
covarPop(x, y)
|
|
```
|
|
|
|
**Arguments**
|
|
|
|
- `x` — first variable. [(U)Int*](../../data-types/int-uint.md), [Float*](../../data-types/float.md), [Decimal](../../data-types/decimal.md).
|
|
- `y` — second variable. [(U)Int*](../../data-types/int-uint.md), [Float*](../../data-types/float.md), [Decimal](../../data-types/decimal.md).
|
|
|
|
**Returned Value**
|
|
|
|
- The population covariance between `x` and `y`. [Float64](../../data-types/float.md).
|
|
|
|
**Example**
|
|
|
|
Query:
|
|
|
|
```sql
|
|
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);
|
|
```
|
|
|
|
```sql
|
|
SELECT covarPop(x_value, y_value)
|
|
FROM series;
|
|
```
|
|
|
|
Result:
|
|
|
|
```reference
|
|
┌─covarPop(x_value, y_value)─┐
|
|
│ 6.485648 │
|
|
└────────────────────────────┘
|
|
```
|