Categories:

Aggregate functions (Linear Regression) , Window function syntax and usage

REGR_SLOPE

Returns the slope of the linear regression line for non-null pairs in a group. It is computed for non-null pairs using the following formula:

COVAR_POP(x,y) / VAR_POP(x)

Where x is the independent variable and y is the dependent variable.

Syntax

Aggregate function

REGR_SLOPE(y, x)

Window function

REGR_SLOPE(y, x) OVER ( [ PARTITION BY <expr3> ] )

Arguments

y

The dependent variable. This must be an expression that can be evaluated to a numeric type.

x

The independent variable. This must be an expression that can be evaluated to a numeric type.

expr3

This is the optional expression used to group rows into partitions.

Important

Note the order of the arguments; the dependent variable is first.

Returns

If any of the input expressions is of type DECFLOAT, the returned type is DECFLOAT. Otherwise, the returned type is FLOAT.

Usage notes

  • DISTINCT is not supported for this function.
  • When this function is called as a window function, it does not support:
    • An ORDER BY clause within the OVER clause.
    • Explicit window frames.

Examples

CREATE OR REPLACE TABLE aggr(k INT, v DECIMAL(10,2), v2 DECIMAL(10, 2));
INSERT INTO aggr VALUES(1, 10, null);
INSERT INTO aggr VALUES(2, 10, 11), (2, 20, 22), (2, 25, null), (2, 30, 35);

SELECT k, REGR_SLOPE(v, v2) FROM aggr GROUP BY k;
+---+-------------------+
| k | regr_slope(v, v2) |
|---+-------------------|
| 1 | [NULL]            |
| 2 | 0.831408776       |
+---+-------------------+