Calculated field
COVAR([amount], [other])
Sample data
| id | amount | units | score | other |
|---|---|---|---|---|
| 1 | -2.5 | 2 | -0.8 | 3 |
| 2 | 0 | 0 | 0 | 4 |
| 3 | 1.5 | 3 | 0.25 | 2 |
| 4 | 4 | 4 | 0.5 | 8 |
| 5 | 9 | 5 | 0.8 | 11 |
| 6 | 16 | 6 | 1 | 14 |
| 7 | null | 7 | null | 9 |
| 8 | 4 | 8 | -0.5 | null |
The same calculation as SQL
SELECT covar_samp(amount,other) AS result FROM input
Runs the example above.
SELECT covar_samp(amount,other) AS result FROM input
Written for this dialect; not run here.
SELECT covar_samp(amount,other) AS result FROM input
Written for this dialect; not run here.
Result
| result |
|---|
| 30.9 |
Same rows from the calculation and from the SQL in DuckDB.
Where a naive translation goes wrong
- Replacing missing observations with zero changes the aggregate.
Naive SQL
SELECT covar_samp(coalesce(amount,0),coalesce(other,0)) AS result FROM input
result 20.9286 Matches the calculation
SELECT covar_samp(amount,other) AS result FROM input
result 30.9
Signature
COVAR(number, number)