The COVAR_SAMP function returns the sample covariance of a set of number pairs, and can be used as an aggregate or analytic function.
Sample covariance functions are widely used in statistics as common measures of location and dispersion.
They are easily calculated, however, they suffer from certain drawbacks; notably, they are not 'robust' statistics, meaning that they are thrown off by outliers, i.e something that is numerically distant from the rest of the data.
Related Code Snippets:
- COVAR_SAMP - COVAR_SAMP returns the sample covariance of a set of number pairs. Both expr1 and exp...