Oracle® Database SQL Reference 10g Release 2 (10.2) Part Number B14200-01 |
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Syntax
Purpose
COVAR_POP
returns the population covariance of a set of number pairs. You can use it as an aggregate or analytic function.
This function takes as arguments any numeric datatype or any nonnumeric datatype that can be implicitly converted to a numeric datatype. Oracle determines the argument with the highest numeric precedence, implicitly converts the remaining arguments to that datatype, and returns that datatype.
See Also: Table 2-10, "Implicit Type Conversion Matrix" for more information on implicit conversion and "Numeric Precedence" for information on numeric precedence |
Oracle Database applies the function to the set of (expr1
, expr2
) pairs after eliminating all pairs for which either expr1
or expr2
is null. Then Oracle makes the following computation:
(SUM(expr1 * expr2) - SUM(expr2) * SUM(expr1) / n) / n
where n
is the number of (expr1
, expr2
) pairs where neither expr1
nor expr2
is null.
The function returns a value of type NUMBER
. If the function is applied to an empty set, then it returns null.
Aggregate Example
The following example calculates the population covariance and sample covariance for time employed (SYSDATE
- hire_date
) and salary using the sample table hr.employees
:
SELECT job_id, COVAR_POP(SYSDATE-hire_date, salary) AS covar_pop, COVAR_SAMP(SYSDATE-hire_date, salary) AS covar_samp FROM employees WHERE department_id in (50, 80) GROUP BY job_id; JOB_ID COVAR_POP COVAR_SAMP ---------- ----------- ----------- ST_MAN 436092.000 545115.000 SH_CLERK 782717.500 823913.158 SA_MAN 660700.000 825875.000 SA_REP 579988.466 600702.340 ST_CLERK 176577.250 185870.789
Analytic Example
The following example calculates cumulative sample covariance of the list price and minimum price of the products in the sample schema oe
:
SELECT product_id, supplier_id, COVAR_POP(list_price, min_price) OVER (ORDER BY product_id, supplier_id) AS CUM_COVP, COVAR_SAMP(list_price, min_price) OVER (ORDER BY product_id, supplier_id) AS CUM_COVS FROM product_information p WHERE category_id = 29 ORDER BY product_id, supplier_id; PRODUCT_ID SUPPLIER_ID CUM_COVP CUM_COVS ---------- ----------- ---------- ---------- 1774 103088 0 1775 103087 1473.25 2946.5 1794 103096 1702.77778 2554.16667 1825 103093 1926.25 2568.33333 2004 103086 1591.4 1989.25 2005 103086 1512.5 1815 2416 103088 1475.97959 1721.97619 . . .