Relational Data - Aggregate Functions - Reference - Covarsampstable

From FojiSoft Docs

Calculates the value of Σ((x - x̅)(y - y̅)) / (n - 1). Similar to covarSamp but works slower while providing a lower computational error.

Syntax

covarSampStable(x, y)

Arguments

Returned Value

  • The sample covariance between x and y. For n <= 1, inf is returned. Float64.

Example

Query:

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);
SELECT covarSampStable(x_value, y_value)
FROM
(
    SELECT
        x_value,
        y_value
    FROM series
);

Result:

┌─covarSampStable(x_value, y_value)─┐
│                 7.206275555555556 │
└───────────────────────────────────┘

Query:

SELECT covarSampStable(x_value, y_value)
FROM
(
    SELECT
        x_value,
        y_value
    FROM series LIMIT 1
);

Result:

┌─covarSampStable(x_value, y_value)─┐
│                               inf │
└───────────────────────────────────┘