covariancep() (aggregation function)

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

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

The following formula is used:

Image showing a covariance population formula.

Syntax

covariancep(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 covariancep(x, y)

Output

covariancep_x_y
16.4