covariance() (aggregation function)

Learn how to use the covariance() aggregation function to calculate the sample covariance of two random variables.

Calculates the sample covariance of two random variables expr1 and expr2.

The following formula is used:

Image showing a covariance sample formula.

Syntax

covariance(expr1 , *expr2 )

Parameters

NameTypeRequiredDescription
expr1real✔️First random variable expression.
expr2real✔️Second random variable expression.

Returns

Returns the covariance value of expr1 and expr2.

Examples

The example in this section shows how to use the syntax to help you get started.

datatable(x:real, y:real) [
    1.0, 14.0,
    2.0, 10.0,
    3.0, 17.0,
    4.0, 20.0,
    5.0, 50.0,
]
| summarize covariance(x, y)

Output

covariance_x_y
20.5