Covariance (MDX)
Returns the population covariance of x-y pairs of values evaluated over a set, by using the biased population formula (dividing by the number of x-y pairs).
Syntax
Covariance(Set_Expression,Numeric_Expression_y [ ,Numeric_Expression_x ] )
Arguments
Set_Expression
A valid Multidimensional Expressions (MDX) expression that returns a set.Numeric_Expression_y
A valid numeric expression that is typically a Multidimensional Expressions (MDX) expression of cell coordinates that return a number that represents values for the y-axis.Numeric_Expression_x
A valid numeric expression that is typically a Multidimensional Expressions (MDX) expression of cell coordinates that return a number that represents values for the x-axis.
Remarks
The Covariance function evaluates the specified set against the first numeric expression, to get the values for the y-axis. The function then evaluates the specified set against the second numeric expression, if specified, to get the set of values for the x-axis. If the second numeric expressionis not specified, the function uses the current context of the cells in the specified set as values for the x-axis.
The Covariance function uses the biased population formula. This is in contrast to the CovarianceN function that uses the unbiased population formula (dividing the number of x-y pairs, then subtracting 1).
Note
The Covariance function ignores empty cells or cells that contain text or logical values are ignored. However, the function includes cells with values of zero.
Example
The following example shows how to use the Covariance function:
WITH
MEMBER [Measures].[CovarianceDemo] AS
COVARIANCE([Date].[Date].[Date].Members, [Measures].[Internet Sales Amount], [Measures].[Internet Order Count])
SELECT {[Measures].[CovarianceDemo]} ON 0
FROM
[Adventure Works]