Sample covariance

Supported in: Batch, Streaming

Calculate the sample covariance of values in two columns.

Expression categories: Aggregate

Declared arguments

• Left - The first column on which we compute covariance.
  Expression<Numeric>
• Right - The second column on which we compute covariance.
  Expression<Numeric>

Output type: Double

Examples

Example 1: Base case

Argument values:

• Left: left
• Right: right

Given input table:

Outputs: -2.5

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Example 2: Null case

Argument values:

• Left: left
• Right: right

Given input table:

Outputs: -0.5

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