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Mathematical Statistical Function

Last updated: 2021-12-30 14:18:01

    This document introduces the basic syntax and examples of mathematical statistical functions.

    Basic Syntax

    Function Description
    corr(key1, key2) Returns the correlation coefficient of two columns. The calculation result range is [0,1].
    covar_pop(key1, key2) Returns the population covariance of two columns.
    covar_samp(key1, key2) Returns the sample covariance of two columns.
    regr_intercept(key1, key2) Returns linear regression intercept of input values. key1 is the dependent value. key2 is the independent value.
    regr_slope(key1, key2) Returns linear regression slope of input values. key1 is the dependent value. key2 is the independent value.
    stddev(key) Returns the sample standard deviation of the key column. This function is equivalent to the stddev_samp function.
    stddev_samp(key) Returns the sample standard deviation of the key column.
    stddev_pop(key) Returns the population standard deviation of the key column.
    variance(key) Returns the sample variance of the key column. This function is equivalent to the var_samp function.
    var_samp(key) Returns the sample variance of the key column.
    var_pop(key) Returns the population variance of the key column.

    Examples

    • Example 1: calculate the correlation coefficient of two columns

      * | SELECT corr(request_length, request_time)
      
    • Example 2: calculate the sample standard deviation and population standard deviation of the request length

      * | SELECT stddev(request_length) as "sample standard deviation", stddev_pop(request_length) as " population standard deviation", time_series(__TIMESTAMP__, '1m', '%Y-%m-%d %H:%i:%s', '0') AS dt GROUP BY dt
      
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