COVAR Function
Computes the covariance between two columns using the population 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  Samplebased statistical functions are computed from a subset or sample of all values. See https://en.wikipedia.org/wiki/Sampling_(statistics). These function names include Note 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 the entire population.
For more information on a sampled version of this function, see COVARSAMP 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
covar(squareFootage,purchasePrice)
Output: Returns the covariance between the values in the squareFootage
column and the purchasePrice
column.
Syntax and Arguments
covar(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.
For more information on syntax standards, see Language Documentation Syntax Notes.
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
Tip
For additional examples, see Common Tasks.
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 coefficient, the covariance, and the sampling method covariance between the two data columns:
Transformation Name 


Parameter: Formula type  Single row formula 
Parameter: Formula  round(correl(heightIn, weightLbs), 3) 
Parameter: New column name  'corrHeightAndWeight' 
Transformation Name 


Parameter: Formula type  Single row formula 
Parameter: Formula  round(covar(heightIn, weightLbs), 3) 
Parameter: New column name  'covarHeightAndWeight' 
Transformation Name 


Parameter: Formula type  Single row formula 
Parameter: Formula  round(covarsamp(heightIn, weightLbs), 3) 
Parameter: New column name  'covarHeightAndWeightSample' 
Results:
Student  heightIn  weightLbs  covarHeightAndWeightSample  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 