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1.4 KiB
1.4 KiB
slug | sidebar_position |
---|---|
/en/sql-reference/aggregate-functions/reference/covarsampmatrix | 125 |
covarSampMatrix
Returns the sample covariance matrix over N variables.
Syntax
covarSampMatrix(x[, ...])
Arguments
Returned Value
Example
Query:
DROP TABLE IF EXISTS test;
CREATE TABLE test
(
a UInt32,
b Float64,
c Float64,
d Float64
)
ENGINE = Memory;
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);
SELECT arrayMap(x -> round(x, 3), arrayJoin(covarSampMatrix(a, b, c, d))) AS covarSampMatrix
FROM test;
Result:
┌─covarSampMatrix─────────────┐
1. │ [9.167,-1.956,4.534,7.498] │
2. │ [-1.956,45.634,7.206,2.369] │
3. │ [4.534,7.206,38.011,5.283] │
4. │ [7.498,2.369,5.283,11.034] │
└─────────────────────────────┘