covar_pop aggregate function
Applies to: Databricks SQL
Databricks Runtime
Returns the population covariance of number pairs in a group.
Syntax
covar_pop ( [ALL | DISTINCT] expr1, expr2 ) [FILTER ( WHERE cond ) ]
This function can also be invoked as a window function using the OVER clause.
Arguments
expr1: An expression that evaluates to a numeric.expr2: An expression that evaluates to a numeric.cond: An optional boolean expression filtering the rows used for aggregation.
Returns
A DOUBLE.
If DISTINCT is specified the function operates only on a unique set of expr1, expr2 pairs.
Examples
SQL
> SELECT covar_pop(c1, c2) FROM VALUES (1,1), (2,2), (2,2), (3,3) AS tab(c1, c2);
0.5
> SELECT covar_pop(DISTINCT c1, c2) FROM VALUES (1,1), (2,2), (2,2), (3,3) AS tab(c1, c2);
0.6666666666666666