- Categories:
Aggregate functions (General) , Window functions (General)
CORR¶
Returns the correlation coefficient for non-null pairs in a group. It is computed for non-null pairs using the following formula:
COVAR_POP(y, x) / (STDDEV_POP(x) * STDDEV_POP(y))
Where x is the independent variable and y is the dependent variable.
- See also:
Syntax¶
Syntax when used as an aggregate function:
CORR( y , x )
Syntax when used as a window function:
CORR( y , x ) OVER ( [ PARTITION BY <expr3> ] )
Usage notes¶
DISTINCT is not supported for this function.
When this function is called as a window function, it does not support:
An ORDER BY clause within the OVER clause.
Explicit window frames.
Examples¶
CREATE OR REPLACE TABLE aggr(k int, v decimal(10,2), v2 decimal(10, 2));
INSERT INTO aggr VALUES(1, 10, NULL);
INSERT INTO aggr VALUES(2, 10, 11), (2, 20, 22), (2, 25, NULL), (2, 30, 35);
SELECT * FROM aggr;
+---+-------+-------+
| K | V | V2 |
|---+-------+-------|
| 1 | 10.00 | NULL |
| 2 | 10.00 | 11.00 |
| 2 | 20.00 | 22.00 |
| 2 | 25.00 | NULL |
| 2 | 30.00 | 35.00 |
+---+-------+-------+
SELECT k, CORR(v, v2) FROM aggr GROUP BY k;
+---+--------------+
| K | CORR(V, V2) |
|---+--------------|
| 1 | NULL |
| 2 | 0.9988445981 |
+---+--------------+