AQuery/udf3.a

AGGREGATION FUNCTION add(a, b){
    a+b
}

AGGREGATION FUNCTION covariances2(x, y, w){
    xmeans := 0.;
    ymeans := 0.;
    l := _builtin_len;

    if (l > 0)
    {
        xmeans := x[0];
        ymeans := y[0];
        _builtin_ret[0] := 0.;
    }
    if (w > l)
        w := l;
    for (i := 1, j:= 0; i < w; i := i+1) {
        xmeans += x[i]; 
        ymeans += y[i]; 
        _builtin_ret[i] := avg (( x(0, i) - xmeans/i ) * (y(0, i) - ymeans/i ));
    }
    xmeans /= w;
    ymeans /= w;
    for (i := w; i < l; i += 1) 
    {
        xmeans += (x[i] - x[i - w]) / w;
        ymeans += (y[i] - y[i - w]) / w;   
        _builtin_ret[i] := avg (( x(i-w, i) - xmeans ) * (y(i - w, i) - ymeans ));
    }
    Null
}

CREATE TABLE test(a INT, b INT, c INT, d INT)

LOAD DATA INFILE "test.csv"
INTO TABLE test
FIELDS TERMINATED BY ","

select covariances2(a, b, 4) from test group by c;