# COVARSAMP Function

Computes the covariance between two columns using the sample method. Source values can be of Integer or Decimal type.

Covariance measures the joint variation between two sets of values. The sign of the covariance tends to show the linear relationship between the two datasets; positive covariance indicates that the numbers tend to increase with each other.

• The magnitude of the covariance is difficult to interpret, as it varies with the size of the source values.

• The normalized version of covariance is the correlation coefficient, in which covariance is normalized between -1 and 1. For more information, see CORREL Function.

Terms...

Relevant terms:

Term

Description

Population

Population statistical functions are computed from all possible values. See https://en.wikipedia.org/wiki/Statistical_population.

Sample

Sample-based statistical functions are computed from a subset or sample of all values. See https://en.wikipedia.org/wiki/Sampling_(statistics).

These function names include SAMP in their name.

Statistical sampling has no relationship to the samples taken within the product. When statistical functions are computed during job execution, they are applied across the entire dataset. Sample method calculations are computed at that time.

• This function is calculated across a sample of all values.

• For more information on a population version of this function, see COVAR Function.

Wrangle vs. SQL: This function is part of Wrangle, a proprietary data transformation language. Wrangle is not SQL. For more information, see Wrangle Language.

## Basic Usage

covarsamp(squareFootage,purchasePrice)

Output: Returns the covariance using the sample method between the values in the squareFootage column and the purchasePrice column.

## Syntax and Arguments

covarsamp(function_col_ref1,<span>function_col_ref2</span>) [group:group_col_ref] [limit:limit_count]

Argument

Required?

Data Type

Description

function_col_ref1

Y

string

Name of column that is the first input to the function

function_col_ref2

Y

string

Name of column that is the second input to the function

For more information on the group and limit parameters, see Pivot Transform.

### function_col_ref1, function_col_ref2

Name of the column the values of which you want to calculate the covariance. Column must contain Integer or Decimal values.

• Literal values are not supported as inputs.

• Multiple columns and wildcards are not supported.

Usage Notes:

Required?

Data Type

Example Value

Yes

String (column reference)

myInputs

## Examples

ヒント

This example illustrates statistical functions that can be applied across two columns of values.

Functions:

Item

Description

CORREL Function

Computes the correlation coefficient between two columns. Source values can be of Integer or Decimal type.

COVAR Function

Computes the covariance between two columns using the population method. Source values can be of Integer or Decimal type.

COVARSAMP Function

Computes the covariance between two columns using the sample method. Source values can be of Integer or Decimal type.

ROUND Function

Rounds input value to the nearest integer. Input can be an Integer, a Decimal, a column reference, or an expression. Optional second argument can be used to specify the number of digits to which to round.

Source:

The following table contains height in inches and weight in pounds for a set of students.

Student

heightIn

weightLbs

1

70

134

2

67

135

3

67

147

4

67

160

5

72

136

6

73

146

7

71

135

8

63

145

9

67

138

10

66

138

11

71

161

12

70

131

13

74

131

14

67

157

15

73

161

16

70

133

17

63

132

18

64

153

19

64

156

20

72

154

Transformation:

You can use the following transformations to calculate the correlation co-efficient, the covariance, and the sampling method covariance between the two data columns:

 Transformation Name New formula Single row formula round(correl(heightIn, weightLbs), 3) 'corrHeightAndWeight'
 Transformation Name New formula Single row formula round(covar(heightIn, weightLbs), 3) 'covarHeightAndWeight'
 Transformation Name New formula Single row formula round(covarsamp(heightIn, weightLbs), 3) 'covarHeightAndWeight-Sample'

Results:

Student

heightIn

weightLbs

covarHeightAndWeight-Sample

covarHeightAndWeight

corrHeightAndWeight

1

70

134

-2.876

-2.732

-0.074

2

67

135

-2.876

-2.732

-0.074

3

67

147

-2.876

-2.732

-0.074

4

67

160

-2.876

-2.732

-0.074

5

72

136

-2.876

-2.732

-0.074

6

73

146

-2.876

-2.732

-0.074

7

71

135

-2.876

-2.732

-0.074

8

63

145

-2.876

-2.732

-0.074

9

67

138

-2.876

-2.732

-0.074

10

66

138

-2.876

-2.732

-0.074

11

71

161

-2.876

-2.732

-0.074

12

70

131

-2.876

-2.732

-0.074

13

74

131

-2.876

-2.732

-0.074

14

67

157

-2.876

-2.732

-0.074

15

73

161

-2.876

-2.732

-0.074

16

70

133

-2.876

-2.732

-0.074

17

63

132

-2.876

-2.732

-0.074

18

64

153

-2.876

-2.732

-0.074

19

64

156

-2.876

-2.732

-0.074

20

72

154

-2.876

-2.732

-0.074