Applies to: ✅ Data 360 SQL ✅ Tableau Hyper API
Computes the population covariance between two sets of values.
Syntax
covar_pop(<Y>, <X>)
Arguments
Required
<Y>: Adouble precisionexpression.<X>: Adouble precisionexpression.
Returns
Returns a double precision value representing the population covariance. Returns NULL if the computation is meaningless.
Considerations
- Returns NULL if there are no rows where both X and Y are non-null.
- Population covariance uses N in the denominator.
- Use
COVAR_SAMPfor sample covariance (uses N-1 in the denominator).
Examples
Calculate Population Covariance
Find the population covariance between two variables.
SELECT covar_pop(height, weight) AS covariance
FROM measurements;
Covariance by Group
Calculate covariance for each group.
SELECT region, covar_pop(sales, temperature) AS sales_temp_cov
FROM regional_data
GROUP BY region;