FunctionsStatistical

covar_samp

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

covar_samp(…) → Float64

Kind · scalar · aggregate

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

aggregate — Computes sample covariance for two numeric expressions over non-NULL row pairs, dividing by N-1.

Part of the Statistical family.

covar_pop_stable

Computes population covariance for two numeric expressions using a numerically stable online accumulator.

covar_samp_matrix

Computes the sample covariance matrix across numeric input expressions in the group, dividing by N-1.