Skip Headers
Oracle® Database SQL Language Reference
11g Release 1 (11.1)

Part Number B28286-01
Go to Documentation Home
Go to Book List
Book List
Go to Table of Contents
Go to Index
Go to Master Index
Master Index
Go to Feedback page
Contact Us

Go to previous page
Go to next page
View PDF



Description of covar_pop.gif follows
Description of the illustration covar_pop.gif

See Also:

"Analytic Functions" for information on syntax, semantics, and restrictions


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.

See Also:

"About SQL Expressions" for information on valid forms of expr and "Aggregate Functions"

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
   ORDER BY job_id, covar_pop, covar_samp;

---------- ----------- -----------
SA_MAN         660700     825875
SA_REP     579988.466  600702.34
SH_CLERK     212432.5 223613.158
ST_CLERK    176577.25 185870.789
ST_MAN         436092     545115

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;

---------- ----------- ---------- ----------
      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
. . .