mirror of
https://github.com/ClickHouse/ClickHouse.git
synced 2024-12-02 04:22:03 +00:00
81 lines
1.9 KiB
Markdown
81 lines
1.9 KiB
Markdown
---
|
|
slug: /en/sql-reference/aggregate-functions/reference/covarsamp
|
|
sidebar_position: 37
|
|
---
|
|
|
|
# covarSamp
|
|
|
|
Calculates the value of `Σ((x - x̅)(y - y̅)) / (n - 1)`.
|
|
|
|
:::note
|
|
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.
|
|
:::
|
|
|
|
**Syntax**
|
|
|
|
```sql
|
|
covarSamp(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 sample covariance between `x` and `y`. For `n <= 1`, `nan` is returned. [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 covarSamp(x_value, y_value)
|
|
FROM
|
|
(
|
|
SELECT
|
|
x_value,
|
|
y_value
|
|
FROM series
|
|
);
|
|
```
|
|
|
|
Result:
|
|
|
|
```reference
|
|
┌─covarSamp(x_value, y_value)─┐
|
|
│ 7.206275555555556 │
|
|
└─────────────────────────────┘
|
|
```
|
|
|
|
Query:
|
|
|
|
```sql
|
|
SELECT covarSamp(x_value, y_value)
|
|
FROM
|
|
(
|
|
SELECT
|
|
x_value,
|
|
y_value
|
|
FROM series LIMIT 1
|
|
);
|
|
|
|
```
|
|
|
|
Result:
|
|
|
|
```reference
|
|
┌─covarSamp(x_value, y_value)─┐
|
|
│ nan │
|
|
└─────────────────────────────┘
|
|
```
|
|
|
|
|