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$covarianceSamp

Calculates the sample covariance of two numerical expressions within a specified document window, providing unbiased covariance estimate for statistical analysis.

Syntax

{ $covarianceSamp: [<numericalExpression1>, <numericalExpression2>] }

Parameters

numericalExpression1objectrequired

First numerical expression for sample covariance calculation within the document window

numericalExpression2objectrequired

Second numerical expression for sample covariance calculation within the document window

Examples

Calculate sample covariance between unbounded and current document

Compute sample covariance for stores partitioned by company with date sorting

Query:

db.stores.aggregate([{ $match: { "company": { $in: ["First Up Consultants"] }, "$and": [{ "storeOpeningDate": { "$gt": ISODate("2024-09-01T03:06:24.180Z") } }, { "storeOpeningDate": { "$lt": ISODate("2025-09-30T03:55:17.557Z") } }] } }, { $setWindowFields: { "partitionBy": "$company", "sortBy": { "storeOpeningDate": 1 }, "output": { "covarianceSampForSales": { "$covarianceSamp": [{ "$hour": "$storeOpeningDate" }, "$sales.revenue"], "window": { "documents": ["unbounded", "current"] } } } } }])

Output:

Documents with sample covariance between opening hour and sales revenue

Revenue and cost covariance

Calculate sample covariance between revenue and cost metrics

Query:

db.financial.aggregate([{ $setWindowFields: { "partitionBy": "$department", "sortBy": { "month": 1 }, "output": { "revenueCostCovariance": { "$covarianceSamp": ["$revenue", "$cost"] } } } }])

Output:

Financial documents with sample covariance between revenue and cost

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