covarianceif() (aggregation function)

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

Calculates the sample covariance of two random variables expr1 and expr2 in records for which predicate evaluates to true.

Null values are ignored and don't factor into the calculation.

The following formula is used:

Note

This function is used in conjunction with the summarize operator.

Syntax

covarianceif(expr1 , *expr2 , predicate)

Learn more about syntax conventions.

Parameters

Name	Type	Required	Description
expr1	real	✔️	First random variable expression.
expr2	real	✔️	Second random variable expression.
predicate	string	✔️	If predicate evaluates to true, values of expr1 and expr2 will be added to the covariance.

Returns

Returns the covariance value of expr1 and expr2 in records for which predicate evaluates to true.

Example

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

This query calculates the covariance of x and y for the subset of numbers where x is divisible by 3.

Run the query

range x from 1 to 100 step 1
| extend y = iff(x % 2 == 0, x * 2, x * 3)
| summarize covarianceif(x, y, x % 3 == 0)

Output

covarianceif_x_y
2142