COVAR_POP

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.

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
. . .