Statistical aggregate functions in Standard SQL

BigQuery supports the following statistical aggregate functions.

CORR

CORR(X1, X2)  [OVER (...)]

Description

Returns the Pearson coefficient of correlation of a set of number pairs. For each number pair, the first number is the dependent variable and the second number is the independent variable. The return result is between -1 and 1. A result of 0 indicates no correlation.

This function ignores any input pairs that contain one or more NULL values. If there are fewer than two input pairs without NULL values, this function returns NULL.

Supported Input Types

FLOAT64

Optional Clause

OVER: Specifies a window. See Analytic Functions.

Return Data Type

FLOAT64

COVAR_POP

COVAR_POP(X1, X2)  [OVER (...)]

Description

Returns the population covariance of a set of number pairs. The first number is the dependent variable; the second number is the independent variable. The return result is between -Inf and +Inf.

This function ignores any input pairs that contain one or more NULL values. If there is no input pair without NULL values, this function returns NULL. If there is exactly one input pair without NULL values, this function returns 0.

Supported Input Types

FLOAT64

Optional Clause

OVER: Specifies a window. See Analytic Functions.

Return Data Type

FLOAT64

COVAR_SAMP

COVAR_SAMP(X1, X2)  [OVER (...)]

Description

Returns the sample covariance of a set of number pairs. The first number is the dependent variable; the second number is the independent variable. The return result is between -Inf and +Inf.

This function ignores any input pairs that contain one or more NULL values. If there are fewer than two input pairs without NULL values, this function returns NULL.

Supported Input Types

FLOAT64

Optional Clause

OVER: Specifies a window. See Analytic Functions.

Return Data Type

FLOAT64

STDDEV_POP

STDDEV_POP([DISTINCT] expression)  [OVER (...)]

Description

Returns the population (biased) standard deviation of the values. The return result is between 0 and +Inf.

This function ignores any NULL inputs. If all inputs are ignored, this function returns NULL.

If this function receives a single non-NULL input, it returns 0.

Supported Input Types

FLOAT64

Optional Clauses

The clauses are applied in the following order:

  1. OVER: Specifies a window. See Analytic Functions. This clause is currently incompatible with all other clauses within STDDEV_POP().
  2. DISTINCT: Each distinct value of expression is aggregated only once into the result.

Return Data Type

FLOAT64

STDDEV_SAMP

STDDEV_SAMP([DISTINCT] expression)  [OVER (...)]

Description

Returns the sample (unbiased) standard deviation of the values. The return result is between 0 and +Inf.

This function ignores any NULL inputs. If there are fewer than two non-NULL inputs, this function returns NULL.

Supported Input Types

FLOAT64

Optional Clauses

The clauses are applied in the following order:

  1. OVER: Specifies a window. See Analytic Functions. This clause is currently incompatible with all other clauses within STDDEV_SAMP().
  2. DISTINCT: Each distinct value of expression is aggregated only once into the result.

Return Data Type

FLOAT64

STDDEV

STDDEV([DISTINCT] expression)  [OVER (...)]

Description

An alias of STDDEV_SAMP.

VAR_POP

VAR_POP([DISTINCT] expression)  [OVER (...)]

Description

Returns the population (biased) variance of the values. The return result is between 0 and +Inf.

This function ignores any NULL inputs. If all inputs are ignored, this function returns NULL.

If this function receives a single non-NULL input, it returns 0.

Supported Input Types

FLOAT64

Optional Clauses

The clauses are applied in the following order:

  1. OVER: Specifies a window. See Analytic Functions. This clause is currently incompatible with all other clauses within VAR_POP().
  2. DISTINCT: Each distinct value of expression is aggregated only once into the result.

Return Data Type

FLOAT64

VAR_SAMP

VAR_SAMP([DISTINCT] expression)  [OVER (...)]

Description

Returns the sample (unbiased) variance of the values. The return result is between 0 and +Inf.

This function ignores any NULL inputs. If there are fewer than two non-NULL inputs, this function returns NULL.

Supported Input Types

FLOAT64

Optional Clauses

The clauses are applied in the following order:

  1. OVER: Specifies a window. See Analytic Functions. This clause is currently incompatible with all other clauses within VAR_SAMP().
  2. DISTINCT: Each distinct value of expression is aggregated only once into the result.

Return Data Type

FLOAT64

VARIANCE

VARIANCE([DISTINCT] expression)  [OVER (...)]

Description

An alias of VAR_SAMP.