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covariancep() (aggregation function)

Applies to: ✅ Microsoft Fabric ✅ Azure Data Explorer ✅ Azure Monitor ✅ Microsoft Sentinel

Calculates the population covariance of two random variables expr1 and expr2.

The following formula is used:

Image showing a covariance population formula.

Note

This function is used in conjunction with the summarize operator.

Syntax

covariancep(expr1 , expr2 )

Learn more about syntax conventions.

Parameters

Name Type Required Description
expr1 real ✔️ First random variable expression.
expr2 real ✔️ Second random variable expression.

Returns

Returns the covariance value of expr1 and expr2.

Examples

The example in this section shows how to use the syntax to help you get started.

Run the query

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)

Output

covariancep_x_y
16.4