COVAR_SAMP Function | VantageCloud Lake - COVAR_SAMP - Teradata Vantage

Returns the sample covariance of its arguments for all non-null data point pairs.

For the COVAR_SAMP window function that performs a group, cumulative, or moving computation, see Window Aggregate Functions.

• COVAR_SAMP Function Syntax
• COVAR_SAMP Result Type and Attributes
• COVAR_SAMP Usage Notes
• Example: Using the SELECT Statement to Return the Sample Covariance of Weight and Height

Covariance

Covariance, the sum of the products of deviations for each non-null data point pair, measures whether two random variables vary in the same way.

High covariance does not imply a causal relationship between the variables.

Computation

When there are no non-null data point pairs in the data used for the computation, then COVAR_SAMP returns NULL.

Division by zero returns NULL rather than an error.

ANSI Compliance

This statement is ANSI SQL:2011 compliant.