Categories:

Aggregate functions (Linear Regression) , Window function syntax and usage

REGR_R2¶

Returns the coefficient of determination for non-null pairs in a group. It is computed for non-null pairs using the following formula:

NULL                 if VAR_POP(x) = 0, else
1                    if VAR_POP(y) = 0 and VAR_POP(x) <> 0, else
POWER(CORR(y,x), 2)
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Where x is the independent variable and y is the dependent variable.

Syntax¶

Aggregate function

REGR_R2(y, x)
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Window function

REGR_R2(y, x) OVER ( [ PARTITION BY <expr3> ] )
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Arguments¶

y

The dependent variable. This must be an expression that can be evaluated to a numeric type.

x

The independent variable. This must be an expression that can be evaluated to a numeric type.

expr3

This is the optional expression used to group rows into partitions.

Important

Note the order of the arguments; the dependent variable is first.

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);
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SELECT k, REGR_R2(v, v2) FROM aggr GROUP BY k;
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+---+----------------+
| k | regr_r2(v, v2) |
|---+----------------+
| 1 | [NULL]         |
| 2 | 0.9976905312   |
+---+----------------+
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