FunctionsStatistical

covar_pop

Computes population covariance over paired numeric columns in the current batch and returns the same result for every output row.

covar_pop(…) → Float64

Kind · scalar · aggregate

scalar — Computes population covariance over paired numeric columns in the current batch and returns the same result for every output row.

aggregate — Computes population covariance for two numeric expressions, dividing by N over non-NULL pairs.

Part of the Statistical family.

corr_stable

Computes Pearson correlation using a numerically stable online accumulator and merge strategy.

covar_pop_matrix

Computes the population covariance matrix across numeric input expressions in the group. Each matrix cell contains cov(X_i, X_j) divided by N.