Updated: 6 August 2010
Use COVAR_q to calculate the average of the products of the deviations for each data point pair. The equation for covariance is
Syntax
SELECT [wctStatistics].[wct].[COVAR_q] (
<@Known_y_Known_x_RangeQuery, nvarchar(4000),>)
Arguments
@Known_y_known_x_RangeQuery
the select statement, as text, used to determine the known y- and x-values to be used in the COVAR_q calculation.
Return Types
float
Remarks
· If the number of known-x data points is different than the number of known-y data points, COVAR_q will return an error.
· If the standard deviation of either set of data points is zero, then COVAR_q will return an error.
· This function works with normalized and de-normalized tables.
· No GROUP BY is required for this function even though it produces aggregated results.
Examples
To determine the covariance between grades in math and grades in science on a normalized table:
select wct.COVAR_q('Select a.grade, b.grade
from #s1 a, #s1 b
where a.subject = ' + Char(39) + 'Math' + Char(39) + ' and
b.subject = ' + Char(39) + 'Science' + Char(39) + 'and
a.student = b.student')
This produces the following result
----------------------
13.7518590909091
(1 row(s) affected)
To determine the covariance between grades in math and grades in science on a de-normalized table:
SELECT wct.COVAR_q('SELECT math, science from #s2')
This produces the following result
----------------------
13.7518590909091
(1 row(s) affected)