Versions:

# 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)
```

Found an issue on this page?

Report an issue!Keywords