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:

COVAR_POP , STDDEV_POP

Syntax

Syntax when used as an aggregate function:

CORR( y , x )
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Syntax when used as a window function:

CORR( y , x ) OVER ( [ PARTITION BY <expr3> ] )
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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;
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+---+-------+-------+ | 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;
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+---+--------------+ | K |  CORR(V, V2) | |---+--------------| | 1 |         NULL | | 2 | 0.9988445981 | +---+--------------+
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