Covariance (PQL)

Returns the statistical covariance across two lists of numbers. 

  • Returned Output: Numeric
  • Library: PQL \ Common \ Statistical
  • Version: 2018.00.000
  • Compatibility:
    • It can be combined with other PQL functions throughout the application.
    • It CANNOT be used with MDX or VBA functions. But it can be used on MDX-based content in other parts of the application.

Syntax

Covariance( <Numeric List> , <Numeric List> )

or

Covariance( <Numeric N> , <Numeric N> )

* Click on the function's arguments above for more details on the input values.

Comments
  • The two lists of numbers can be typed in as a comma delimited list or inserted via an array.
Different Function types
  • This function is like the Excel COVAR function - calculating a covariance across a 2 list of items.
  • If you wish to find the covariance for the elements in a specified SET or LIST from a hierarchy, use this semantic function.

Examples

This example finds the covariance between 2 sets of numbers derived from columns 0 and 2.

Covariance(dataSetColumn(0), dataSetColumn(2))

Using the grid below, this would return the covariance value of -114.57