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covariance() ToolkitTimescaleDB Toolkit functions are available under Timescale Community Edition. They are automatically included with Timescale Cloud. Click to learn more.
Toolkit
TimescaleDB Toolkit functions are available under Timescale Community Edition. They are automatically included with Timescale Cloud. Click to learn more.
covariance(
summary StatsSummary2D,
method TEXT
) RETURNS DOUBLE PRECISION
The covariance of the least squares fit line computed from a two-dimensional statistical aggregate.
The method
determines whether you calculate a 'population' or 'sample' covariance.
These values can be provided as their full names, or you can abbreviate them as pop
or samp
. These
are the only four accepted values for the method
argument. The default is sample
.
For more information about statistical aggregate functions, see the hyperfunctions documentation.
Required arguments
Name | Type | Description |
---|---|---|
summary | StatsSummary2D | The input StatsSummary from a stats_agg call |
Optional arguments
Name | Type | Description |
---|---|---|
method | TEXT | The method for the calculation 'population' or 'sample' (default) |
Returns
Name | Type | Description |
---|---|---|
covariance | DOUBLE PRECISION | The x intercept of the least squares fit line. |
Sample usage
SELECT
id,
time_bucket('15 min'::interval, ts) AS bucket,
covariance(stats_agg(y, x)) AS summary
FROM foo
GROUP BY id, time_bucket('15 min'::interval, ts)
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