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Overview

The COVAR_POP() aggregate function calculates the population covariance between two sets of number pairs. This function measures how much two variables change together, providing insight into their linear relationship.

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Syntax

The syntax for this function is as follows:

COVAR_POP(y, x)

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Parameters

  • y: variable being predicted
  • x: variable used for prediction

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Example

For the needs of this section, we’re going to use a simplified version of the film table from the Pagila database, containing only the title, length and rating columns. The complete schema for the film table can be found on the Pagila database website.

DROP TABLE IF EXISTS film;
CREATE TABLE film (
  title text NOT NULL,
  rating int,
  length int
);
INSERT INTO film(title, length, rating) VALUES
  ('ATTRACTION NEWTON', 83, 5),
  ('CHRISTMAS MOONSHINE', 150, 7),
  ('DANGEROUS UPTOWN', 121, 4),
  ('KILL BROTHERHOOD', 54, 3),
  ('HALLOWEEN NUTS', 47, 5),
  ('HOURS RAGE', 122, 7),
  ('PIANIST OUTFIELD', 136, 7),
  ('PICKUP DRIVING', 77, 3),
  ('INDEPENDENCE HOTEL', 157, 7),
  ('PRIVATE DROP', 106, 4),
  ('SAINTS BRIDE', 125, 3),
  ('FOREVER CANDIDATE', 131, 7),
  ('MILLION ACE', 142, 5),
  ('SLEEPY JAPANESE', 137, 4),
  ('WRATH MILE', 176, 7),
  ('YOUTH KICK', 179, 7),
  ('CLOCKWORK PARADISE', 143, 5);

The query below uses the COVAR_POP() function to calculate the covariance between film length and rating:

SELECT
    COVAR_POP(length, rating) AS Covariance            
FROM film;

By running the query above, we will get the following output:

    covariance     
-------------------
 36.02768166089963
(1 row)
CORRCOVAR_SAMP