- 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 used as a window function:
This function does not support:
ORDER BY sub-clause in the OVER clause.
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 |
+---+-----------------+