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56 lines
1.4 KiB
Markdown
56 lines
1.4 KiB
Markdown
---
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slug: /en/sql-reference/aggregate-functions/reference/covarpopmatrix
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sidebar_position: 36
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---
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# covarPopMatrix
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Returns the population covariance matrix over N variables.
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**Syntax**
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```sql
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covarPopMatrix(x[, ...])
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```
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**Arguments**
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- `x` — a variable number of parameters. [(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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- Population covariance matrix. [Array](../../data-types/array.md)([Array](../../data-types/array.md)([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 test;
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CREATE TABLE test
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(
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a UInt32,
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b Float64,
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c Float64,
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d Float64
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)
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ENGINE = Memory;
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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);
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```
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```sql
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SELECT arrayMap(x -> round(x, 3), arrayJoin(covarPopMatrix(a, b, c, d))) AS covarPopMatrix
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FROM test;
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```
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Result:
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```reference
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┌─covarPopMatrix────────────┐
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1. │ [8.25,-1.76,4.08,6.748] │
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2. │ [-1.76,41.07,6.486,2.132] │
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3. │ [4.08,6.486,34.21,4.755] │
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4. │ [6.748,2.132,4.755,9.93] │
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└───────────────────────────┘
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```
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