AQuery/tests/udf2.a

AGGREGATION FUNCTION covariances(x, y, w){
    static xmeans := 0., ymeans := 0., cnt := 0; 
    if (cnt < w) 
    { 
        xmeans += x; 
        ymeans += y; 
        cnt+=1;
    }
    else {       
        xmeans += (x - x.vec[cnt - w]) / w;
        ymeans += (y - y.vec[cnt - w]) / w;   
    }
    avg (( x.vec(x.len-w, x.len) - xmeans ) * (y.vec(y.len - w, y.len) - ymeans ))
}