AQuery/funcs.a

FUNCTION covariance (x , y ) {
xmean := avg (x) ;
ymean := avg (y) ;
avg (( x - xmean ) * (y - ymean ))
}


FUNCTION sd ( x) {
sqrt ( covariance (x , x) )
}

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

FUNCTION pairCorr (x , y ) {
covariance (x , y ) / ( sd (x) * sd (y ))
}

CREATE TABLE test1(a INT, b INT, c INT, d INT)

LOAD DATA INFILE "test.csv"
INTO TABLE test1
FIELDS TERMINATED BY ","

SELECT pairCorr(c, b) * d, sum(a), b
FROM test1
group by c,b,d
order by b ASC