Aggregate FunctionsStatistical

covariancep

Calculates the population covariance of two numeric expressions, dividing the co-moment by `n`.

Rows where either value is null are ignored; as in Kusto, fewer than two such rows give null.

Syntax

covariancep(x, y)

Prop

Type

Returns: real

datatable(x:real, y:real)[
  1.0, 14.0,
  2.0, 10.0,
  3.0, 17.0,
  4.0, 20.0,
  5.0, 50.0
]
| summarize covariancep(x, y)

covariancep_x_y (real)
16.4

covarianceif

Calculates the sample covariance of two numeric expressions over the rows for which the predicate is true.

covariancepif

Calculates the population covariance of two numeric expressions over the rows for which the predicate is true.