WINDOW_COVAR: from Tableau to SQL

Calculates the regional paired revenue and cost statistic using non-null pairs. Below, 8 sample rows go through the calculation and through the SQL, and both return the same numbers.

Calculated field

WINDOW_COVAR(SUM([Revenue]), SUM([Cost]))

Compute using: addressing Period; partitioning Region

Sample data

RegionPeriodRevenueCost
Harbor112070
Harbor2180100
Harbor3180120
Harbor4240140
Upland19050
Upland2150110
Upland3null90
Upland4330190

The same calculation as SQL

SELECT CAST((covar_samp("Revenue","Cost") OVER (PARTITION BY "Region" ORDER BY "Period" ROWS BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING)) AS DOUBLE) AS result FROM input ORDER BY "Region", "Period"

Runs the example above.

Result

RegionPeriodRevenueCostresult
Harbor1120701400
Harbor21801001400
Harbor31801201400
Harbor42401401400
Upland190508600
Upland21501108600
Upland3null908600
Upland43301908600

Same rows from the calculation and from the SQL in DuckDB.

Where a naive translation goes wrong

  • Omitting the region partition allows a calculation to consume marks from other regions.

    Naive SQL

    SELECT CAST((covar_samp("Revenue","Cost") OVER ( ORDER BY "Period" ROWS BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING)) AS DOUBLE) AS result FROM input ORDER BY "Region", "Period"
    RegionPeriodRevenueCostresult
    Harbor1120703592.86
    Harbor21801003592.86
    Harbor31801203592.86
    Harbor42401403592.86
    Upland190503592.86
    Upland21501103592.86
    Upland3null903592.86
    Upland43301903592.86

    Matches the calculation

    SELECT CAST((covar_samp("Revenue","Cost") OVER (PARTITION BY "Region" ORDER BY "Period" ROWS BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING)) AS DOUBLE) AS result FROM input ORDER BY "Region", "Period"
    RegionPeriodRevenueCostresult
    Harbor1120701400
    Harbor21801001400
    Harbor31801201400
    Harbor42401401400
    Upland190508600
    Upland21501108600
    Upland3null908600
    Upland43301908600

Signature

WINDOW_COVAR(expression, expression, [start, end])