covariancep — aggregate function to return the covariance of two ranges of a population of values.


covariancep (expr)


This function is nearly identical to the covariance function, but calculates its return value based on the biased or n method, and is usually used when the incoming data represents the entire population of data.

If the query returns no rows to the aggregate's window, the function returns null. If the query returns a row count of 1 or −1, the result is 0.0.

Use covariance, which calculates its return value using the unbiased or n-1 method, when the incoming data represents a random sample of data.


This LiveView aggregate function is based on the covariancep aggregate function in the StreamBase expression language.